I\'m getting code errors for number 1 8:48 AM OO AT&T; LTE 100% e-uploads. s3.am

Question

I'm getting code errors for number 1 8:48 AM OO AT&T; LTE 100% e-uploads. s3.amazonaws.com Project I-STAT3150 In this part, you may choose any one problem to do. Please do not do all of the problems. If anyone provides answers to more than one problem, then one answer chosen at random will be graded. 1. Generate a time series with length 2000 from the following 1 0.5Y where fut) are iid normal with mean 0 and standard deviation one. Plot the time series (Y) as well as Y (6 pts) (i) Plot the PACFs of the two series in (6 pts) (iii Identify an appropriate model for the sample of and write down your estimated model 0 pts) (iv) Use ARIMA() with Maximum Likelihood Estimation (MLE) to estimate the parameter of the AR(I-process (Y )and report your estimated model. (6 pts) Provide your R codes. (2 pts) 2. Generate a me series (Y) with length 2000 from the following 0,5Y E 0,5E where (ut) are iid normal with mean 0 and standard deviation one. (a) Plot the time series (Yr) (6 pts) (c) Identify an appropriate model (AP) for the sample of Yr. Why do you choose the AP model? pts) (e) Do regression diagnostics for the estimated model in (d) That is, 2) to present standard residual plot: pts) 3) to present the ACF of the residuals (2 pts)

Explanation / Answer

rm(list=ls(all=TRUE))

y=c();s1=c();

y[1]=1;
s1[1]=1+0.5*(y[1]^2);

for(i in 1:2000)
{
y[i]=sqrt(s1[i])*rnorm(1,0,1)
s1[i+1]=1+0.5*(y[i]^2)
}

par(mfrow=c(1,2))
plot(y,type='l')
plot(y^2,type='l')

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