Solution to Exercise 2.5.  No Title  Solution to Exercise 2.3.

Solution to Exercise 2.4.

Problem Statement: Calculate the sample autocovariance and autocorrelation function for the reactor data up to lag 2. Graph.

Solution: Of course, we can do it for a lot more lags than 2. I made a matlab function to do an Splus style plot of the ACF. You can download the function here. A jpeg of the plot may be viewed here. The computed values at lags 1 and 2 are .4910 and .1639, respectively.
 

3/10/1999