This exercise uses the file “LYNX.txt” from the Exercises folder. i. Assess whether a transformation is required for the Lynx data. If a transformation is appropriate, use it to complete all steps of...

This exercise uses the file “LYNX.txt” from the Exercises folder.

i. Assess whether a transformation is required for the Lynx data. If a transformation is appropriate, use it to complete all steps of the exercise.

ii. Estimate the period of the lynx data and use nls() to refine this estimate.

iii. Fit a model with fixed period to the data and graph this model versus the data. How good does this model look (compute R2 )?

iv. Fit a model with about three complete periods per window, and a fixed period, but allowing B, C, and μ to vary. Plot the resulting model versus the data. How much better is this model (compute R2 )? Make a graph like Figure 17.5 showing how much the mean, phase, and amplitude vary.

v. Use model selection based on the one-step ahead model to find the best window size. How similar to or different from the sunspot data is this.

Figure 17.5