ANLT 207Time Series AnalysisAssignment #2For all problems below, show your work with a PY or an IPYNB file.1 Assume the robberies.csv dataset from Brownlee Chapter 30:a. Perform a Dickey-Fuller test on the series. Is the series stationary? 2b. Detrend the series with a polynomial fit (up to order 3) 5c. At what polynomial order does the detrended series become stationary? 3d. Perform differencing on the original series to induce stationarity 4e. At what order of differencing does the series become stationary? 115 pts.2 Assume the champagne.csv dataset from Brownlee Chapter 32:a. Perform a Dickey-Fuller test on the series. Is the series stationary? 1b. PerfoANLT 207作业代写、代写Python实验作业、代做Analysis课程作业、Python程序设计作业调试 代做留学rm seasonal differencing to eliminate seasonality 1c. Is the resulting series stationary? 1d. Perform a seasonal decomposition on the original series and plot the results 2e. Plot a 1 year period (Jan-Dec) for only the seasonal component 510 pts.3 Assume the series.csv dataset:a. Using ACF & PACF plots, estimate the ARMA(p,q) order 5 pts.b. Going with your answer for p, calculate the a1 - ap coefficients using the Yule-Walker equations 15 pts.(Hint: np.linalg.det(matrix) makes calculating determinants easy)4 The sunspot cycle is estimated at 11 years. Based on the ACF of the Monthly Sunspots dataset, 5 pts.what is the sunspot cycle to the nearest month?转自:http://www.6daixie.com/contents/3/4932.html
讲解:ANLT 207、Python、Analysis、PythonProlog|SQL
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