ANLT 207代写、代写Python、代做Analysis、Python程序设计调试

日期：2020-02-27 10:20

ANLT 207

Time Series Analysis

Assignment #2

For 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? 2

b. Detrend the series with a polynomial fit (up to order 3) 5

c. At what polynomial order does the detrended series become stationary? 3

d. Perform differencing on the original series to induce stationarity 4

e. At what order of differencing does the series become stationary? 1

15 pts.

2 Assume the 'champagne.csv' dataset from Brownlee Chapter 32:

a. Perform a Dickey-Fuller test on the series. Is the series stationary? 1

b. Perform seasonal differencing to eliminate seasonality 1

c. Is the resulting series stationary? 1

d. Perform a seasonal decomposition on the original series and plot the results 2

e. Plot a 1 year period (Jan-Dec) for only the seasonal component 5

10 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?