MATH38032 Time Series Analysis Examples Sheet 8 1.& & Suppose X1,..., Xn Is& A& Finite& Realisation& Of& An& ARMA(P,Q)& Process& With& Known P , Q.(A)& What Is The Purpose Of Decorrelating X1,...,Xn? (B) & How Do You Decorrelate X1,..., Xn Given The AR And& MA Parameters?

MATH38032 Time Series Analysis Examples Sheet 4 1. & & & A)& & How& Do& We& Check& The& Causality& Of& An& AR(2)& Model& Without& Finding& The& Roots& Of& A& Polynomial?B)& What& Can& Be& Said& About& The& Autocorrelation& Function& (Acf) O

MATH38032& Time& Series& Analysisexamples& Sheet& 31. & & & & A)& What& Is& An& AR& Model?& What& Is& An& AR& Process?B) & Is& Any& Time& Series& Satisfying& An& AR& Model& An& AR& Process?C) & Under What Condition Does An AR& Model&

MATH38032 Time Series Analysis Examples Sheet 1 1.& & & (A)& What& Is& An& Iid& Sequence& And& What& Is& A& White& Noise?(B) & How& Is& Weak& Stationarity& Different& From& Strict& Stationarity?(C)& What Extra Condition Is& Required To& Conclude Weak

MATH38032& Time& Series& Analysisexamples& Sheet& 21. & Consider& A& Stationary& Time& Series& {Xt} With& Mean& 0 And& Suppose& We& Want& To& Predict& Xt& & Using& The& Infinite& Past Xt−1& ,& Xt−2& ,& . .& .& .(A) & How& Do& We& Co

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