BIOL 335 Lecture Notes - Lecture 19: Tesla Model X, Time Series
Document Summary
This activity aims to help you understand how to apply box jenkins forecasting methods once a model has been tted to a time series. Xt = 0. 5xt 1 + zt 0. 8zt 1 + 0. 4zt 2 has been tted to a series of 100 observations, for which x100 = 3. 24, z100 = The residual sum of squares for the t is 44. 89: forecast the values of the process at times 101, 102 and 103. X100 (1) = 0. 5 3. 24 + 0 0. 8 0. 64 + 0. 4 0. 95. X100 (2) = 0. 5 x100 (1) + 0 + 0 + 0. 4 0. 64 = 1. 00. X100 (3) = 0. 5 x100 (2) + 0 = 0. 5: find the (approximate) 95% prediction intervals for your forecasts in the previous part. Xt = (1 0. 5b) 1 (cid:0)1 0. 8b + 0. 4b 2(cid:1) zt. = (1 + (0. 5 0. 8) b + (cid:0)0. 52 + 0. 4 0. 5 0. 8(cid:1) b 2 + (cid:0)0. 53 + 0. 5 0. 4 0. 8 0. 53(cid:1) b 3 + )zt.
