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1、SolutionsManualtoAccompanyTimeSeriesAnalysiswithApplicationsinR,SecondEditionbyJonathanD.CryerandKung-SikChanSolutionsbyJonathanCryerandXuemiaoHao,updated7/28/08CHAPTER1Exercise1.1UsesoftwaretoproducethetimeseriesplotshowninExhibit(1.2),page2.ThefollowingRcodewillp
2、roducethegraph.>library(TSA);data(larain);win.graph(width=3,height=3,pointsize=8)>plot(y=larain,x=zlag(larain),ylab='Inches',xlab='PreviousYearInches')Exercise1.2ProducethetimeseriesplotdisplayedinExhibit(1.3),page3.UsetheRcode>data(color);plot(color,ylab='ColorPro
3、perty',xlab='Batch',type='o')Exercise1.3Simulateacompletelyrandomprocessoflength48withindependent,normalvalues.Repeatthisexer-ciseseveraltimeswithanewsimulation,thatis,anewseed,eachtime.>plot(ts(rnorm(n=48)),type='o')#IfyourepeatthiscommandRwilluseanew“randomnumber
4、s”eachtime.Ifyouwanttoreproducethesamesimulationfirstusethecommandset.seed(#########)where#########isanintegerofyourchoice.Exercise1.4Simulateacompletelyrandomprocessoflength48withindependent,chi-squaredistributedvalueseachwith2degreesoffreedom.UsethesameRcodeasint
5、hesolutionofExercise1.3butreplacernorm(n=48)withrchisq(n=48,df=2).Exercise1.5Simulateacompletelyrandomprocessoflength48withindependent,t-distributedvalueseachwith5degreesoffreedom.Constructthetimeseriesplot.UsethesameRcodeasinthesolutionofExercise1.3butreplacernorm
6、(n=48)withrt(n=48,df=5).Exercise1.6ConstructatimeseriesplotwithmonthlyplottingsymbolsfortheDubuquetemperatureseriesasinExhibit(1.7),page6.(Maketheplotfullscreensothatyoucanseeallofdetail.)>data(tempdub);plot(tempdub,ylab='Temperature')>points(y=tempdub,x=time(tempd
7、ub),pch=as.vector(season(tempdub)))CHAPTER2Exercise2.1SupposeE(X)=2,Var(X)=9,E(Y)=0,Var(Y)=4,andCorr(X,Y)=0.25.Find:(a)Var(X+Y)=Var(X)+Var(Y)+2Cov(X,Y)=9+4+2(3*2*0.25)=16(b)Cov(X,X+Y)=Cov(X,X)+Cov(X,Y)=9+((3*2*0.25)=9+3/2=10.5(c)Corr(X+Y,X−Y).Asinpart(a),Var(X−Y)=1
8、0.ThenCov(X+Y,X−Y)=Cov(X,X)−Cov(Y,Y)+Cov(X,Y)−Cov(X,Y)=Var(X)−Var(Y)=9−4=5.SoCorr(X+Y,X–Y)=------------------------------------------------------
