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AR Models Time Series Data Analysis

The document contains 4 time series plots showing the behavior of different autoregressive (AR) processes. The first plot shows an AR(1) process with an autoregressive parameter of 0.5. The second plot shows an AR(2) process with autoregressive parameters of 0.5 and 0.24. The third plot shows an AR(1) process with an autoregressive parameter of 0.9. The fourth plot shows an AR(1) process with an autoregressive parameter of -0.8.

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Paola Andrea
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46 views2 pages

AR Models Time Series Data Analysis

The document contains 4 time series plots showing the behavior of different autoregressive (AR) processes. The first plot shows an AR(1) process with an autoregressive parameter of 0.5. The second plot shows an AR(2) process with autoregressive parameters of 0.5 and 0.24. The third plot shows an AR(1) process with an autoregressive parameter of 0.9. The fourth plot shows an AR(1) process with an autoregressive parameter of -0.8.

Uploaded by

Paola Andrea
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PS, PDF, TXT or read online on Scribd

2

1
2

y1
2

y1

AR(1),0.5

AR(1), 0.5

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100

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50

100

Time

Time

AR(2), 0.5, 0.24

AR(1), 0.9

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y3
3

y2

50

100
Time

150

200

50

100
Time

0
2
4

y4

AR(1), 0.8

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100
Time

150

200

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