Exercise

Identify an ARMA model

Look at (1) the data plots and (2) the sample ACF and PACF of the logged and differenced varve series:

dl_varve <- diff(log(varve))

Use help(varve) to read about the data or use an internet search on varve to learn more.

From the ACF and PACF, which model is the most likely model for dl_varve?

Instructions

50 XP

Possible Answers

MA(1)
AR(5)
ARMA(2,1)