Exercise

Name that model by time series plot

Now that you've simulated, fitted, and generated forecasts based on several models, you should have a good idea of what each model looks like and where it is most useful.

A time series from each of the four models we have considered in this course was simulated and they are shown in one of the four panels in the plot on the right. They include the white noise (WN), random walk (RW), autoregressive (AR), and simple moving average (MA) models.

Match each time series plot with one of our models WN, RW, AR, MA.

Instructions

50 XP

Possible Answers

(A) WN, (B) RW, (C) AR, (D) MA
(A) MA, (B) AR, (C) RW, (D) WN
(A) MA, (B) RW, (C) AR, (D) WN
(A) RW, (B) MA, (C) WN, (D) AR

Take Hint (-15 XP)