Homework 1 Stat 481/581: Introduction to Time Series Fall 2008 Due on September 9, 2008

The data set for No. 1 is available from the class web site.

1.- a) Produce a time plot of the Carinae star data. Describe briefly on any patterns that the data might present. Do you think the process that generates the series is stationary? b) Replot the series but in sections of 400 observations each (since the series has 1189 observations, the last section doesn't have exactly 400 points). Is the process stationary?

2.- Exercise 1.2 page 40 from Shumway and Stoffer text.

3.- Exercise 1.3 page 40 from Shumway and Stoffer text.

4.- Exercise 1.5 page 41 from Shumway and Stoffer text.

5.- Exercise 1.7 page 41 from Shumway and Stoffer text.

6.- Exercise 1.8 pages 41-42 from Shumway and Stoffer text.

7.- Exercise 1.9 page 42 from Shumway and Stoffer text.

8.- Exercise 1.16 page 43 from Shumway and Stoffer text (extra credit).