Answer To: ASSIGNMENT 9 DEADLINE NOVEMBER 2, 5 PM 1. Given are hourly discharge data (input STUDENTID A9...
Abr Writing answered on Oct 30 2021
answer0000a9a9q1-vwjbvxdv-bnalch1t.xlsx
Sheet1
0
rho1 Autocorrelation with lag 1 0.7372 Autocorrelation with lag 2 0.5619 Standard deviation of the data 0.0270
rho2 Do the data follow AR(1) model No Do the data follow AR(2) model No
sigma_Z Do the data follow MA(1) model No Do the data follow MA(2) model No
concl_ar1 Yes No Highlight the right one Do the data follow ARMA(1,1) model Yes
concl_ar2 Yes No Highlight the right one Phi_1 AR(2) model 0.7075 Phi_2 AR(2) model 0.0403 Sigma_a AR(2) model 0.0003
concl_ma1 Yes No Highlight the right one Phi_1 ARMA(1,1) model 0.7622 Theta_1 ARMA(1,1) model 0.1000 Sigma_a ARMA(1,1) model 0.0004
concl_ma2 Yes No Highlight the right one rho_1 AR(2) 0.6845 rho_1 AR(2) 0.7120 rho_1 AR(2) 0.6902
concl_arma11 Yes No Highlight the right one rho_2 AR(2) 0.4565 rho_2 AR(2) 0.4834 rho_2 AR(2) 0.5525
phi1ar sigmaZ AR(2) 0.0004 sigmaZ AR(2) 0.0004 sigmaZ AR(2) 0.0004
phi2ar rho_1 ARMA(1,1) 0.8029 rho_1 ARMA(1,1) 0.8024 rho_1 ARMA(1,1) 0.7912
sigmar rho_2 ARMA(1,1) 0.6215 rho_2 ARMA(1,1) 0.6145 rho_2 ARMA(1,1) 0.5915
phi1arma sigmaZ ARMA(1,1) 0.0007 sigmaZ ARMA(1,1) 0.0007 sigmaZ ARMA(1,1) 0.0007
theta1arma Better match with the data for a longer time series Yes
sigmarma
rho1ar1
rho1ar2
rho1ar3
rho2ar1
rho2ar2
rho2ar3
sigma_Zar1
sigma_Zar2
sigma_Zar3
rho1arma1
rho1arma2
rho1arma3
rho2arma1
rho2arma2
rho2arma3
sigma_Zarma1
sigma_Zarma2
sigma_Zarma3
concl_length Yes No No difference Highlight the right one
input27538893a9a9q1-clablr5w-dv4xddln.xlsx
input_27538893_A9_A9Q1
Discharge (m3/s)
1 0.007
2 0.006
3 0.006 Autocorrelation with lag 1 0.7372 Autocorrelation with lag 2 0.5619 Standard deviation of the data 0.0270
4 0.006 Do the data follow AR(1) model No Do the data follow AR(2) model No
5 0.004 Do the data follow MA(1) model No Do the data follow MA(2) model No
6 0.004 Do the data follow ARMA(1,1) model Yes No
7 0.006 Phi_1 AR(2) model 0.7075 Phi_2 AR(2) model 0.0403 Sigma_a AR(2) model 0.0003
8 0.007 Phi_1 ARMA(1,1) model 0.7622 Theta_1 ARMA(1,1) model 0.1000 Sigma_a ARMa(1,1) model 0.0004
9 0.006 rho_1 AR(2) 0.7915 rho_1 AR(2) 0.6817 rho_1 AR(2) 0.7772
10 0.005 rho_2 AR(2) 0.6465 rho_2 AR(2) 0.4437 rho_2 AR(2) 0.6144
11 0.009 sigmaZ AR(2) 0.0005 sigmaZ AR(2) 0.0004299003 sigmaZ AR(2) 0.0005
12 0.006 rho_1 ARMA(1,1) 0.7968 rho_1 ARMA(1,1) 0.7948 rho_1 ARMA(1,1) 0.7937
13 0.005 rho_2 ARMA(1,1) 0.6029 rho_2 ARMA(1,1) 0.5953 rho_2 ARMA(1,1) 0.5988
14 0.005 sigmaZ ARMA(1,1) 0.0007 sigmaZ ARMA(1,1) 0.0006673029 sigmaZ ARMA(1,1) 0.0007
15 0.005
16 0.007
17 0.009
18 0.01
19 0.01
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1471 0.005
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1500 0.003
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1505 0.067
1506 0.032
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1565 0.055
1566 0.006
1567 0
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1573 0.003
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1593 0.011
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1600 0.014
1601 0.01
1602 0.013
1603 0.056
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1700 0.03
1701 0.011
1702 0.011
1703 0.019
1704 0.02
1705 0.024
1706 0.009
1707 0.005
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1755 0.002
1756 0
1757 0.001
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1800 0.005
1801 0.005
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1812 0.005
1813 0.004
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1819 0.022
1820 0.031
1821 0.008
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1827 0.003
1828 0.002
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1835 0.003
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1844 0.006
1845 0.005
1846 0.011
1847 0.036
1848 0.008
1849 0.006
1850 0.016
1851 0.01
1852 0.006
1853 0.005
1854 0.005
1855 0.006
1856 0.051
1857 0.027
1858 0.003
1859 0.008
1860 0.002
1861 0.008
1862 0.016
1863 0.054
1864 0.005
1865 0.005
1866 0.006
1867 0.006
1868 0.011
1869 0.008
1870 0.005
1871 0.011
1872 0.034
1873 0.005
1874 0.006
1875 0.014
1876 0.004
1877 0.007
1878 0.029
1879 0.015
1880 0.025
1881 0.002
1882 0.002
1883 0.003
1884 0.003
1885 0.003
1886 0.003
1887 0.004
1888 0.004
1889 0.007
1890 0.008
1891 0.012
1892 0.011
1893 0.008
1894 0.011
1895 0.005
1896 0.003
1897 0.003
1898 0.003
1899 0.003
1900 0.002
1901 0.002
1902 0.004
1903 0.03
1904 0.032
1905 0.006
1906 0.003
1907 0.003
1908 0.003
1909 0.003
1910 0.003
1911 0.003
1912 0.006
1913 0.009
1914 0.009
1915 0.011
1916 0.009
1917 0.011
1918 0.006
1919 0.008
1920 0.008
1921 0.004
1922 0.007
1923 0.004
1924 0.002
1925 0.002
1926 0.002
1927 0.006
1928 0.002
1929 0.002
1930 0.002
1931 0.002
1932 0.003
1933 0.003
1934 0.01
1935 0.007
1936 0.006
1937 0.007
1938 0.009
1939 0.006
1940 0.003
1941 0.002
1942 0.001
1943 0.005
1944 0.005
1945 0.001
1946 0
1947 0.001
1948 0.005
1949 0.005
1950 0.008
1951 0.005
1952 0.003
1953 0.009
1954 0.006
1955 0.006
1956 0.004
1957 0.005
1958 0.004
1959 0.005
1960 0.008
1961 0.008
1962 0.008
1963 0.009
1964 0.009
1965 0.015
1966 0.011
1967 0.008
1968 0.006
1969 0.012
1970 0.01
1971 0.005
1972 0.006
1973 0.006
1974 0.007
1975 0.006
1976 0.007
1977 0.466
1978 0.073
1979 0.099
1980 0.11
1981 0.038
1982 0.014
1983 0.007
1984 0.005
1985 0.004
1986 0.005
1987 0.006
1988 0.006
1989 0.006
1990 0.007
1991 0.006
1992 0.005
1993 0.004
1994 0.004
1995 0.002
1996 0.002
1997 0.002
1998 0.002
1999 0.003
2000 0.003
2001 0.003
2002 0.003
2003 0.003
2004 0.003
2005 0.003
2006 0.002
2007 0.002
2008 0.004
2009 0.006
2010 0.006
2011 0.006
2012 0.004
2013 0.144
2014 0.028
2015 0.035
2016 0.032
2017 0.01
2018 0.006
2019 0.005
2020 0.004
2021 0.004
2022 0.003
2023 0.003
2024 0.003
2025 0.003
2026 0.002
2027 0.002
2028 0.002
2029 0.002
2030 0.002
2031 0.003
2032 0.003
2033 0.004
2034 0.005
2035 0.005
2036 0.005
2037 0.005
2038 0.004
2039 0.003
2040 0.003
2041 0.002
2042 0.002
2043 0.002
2044 0.001
2045 0.001
2046 0.001
2047 0.001
2048 0.001
2049 0.002
2050 0.002
2051 0.003
2052 0.003
2053 0.003
2054 0.003
2055 0.003
2056 0.004
2057 0.005
2058 0.005
2059 0.005
2060 0.005
2061 0.006
2062 0.005
2063 0.004
2064 0.004
2065 0.005
2066 0.003
2067 0.415
2068 0.403
2069 0.169
2070 0.158
2071 0.12
2072 0.045
2073 0.015
2074 0.008
2075 0.006
2076 0.005
2077 0.005
2078 0.006
2079 0.006
2080 0.005
2081 0.005
2082 0.005
2083 0.005
2084 0.006
2085 0.005
2086 0.003
2087 0.003
2088 0.002
2089 0.001
2090 0.002
2091 0.001
2092 0.002
2093 0.002
2094 0.002
2095 0.001
2096 0.001
2097 0.001
2098 0.002
2099 0.002
2100 0.002
2101 0.002
2102 0.002
2103 0.002
2104 0.002
2105 0.003
2106 0.004
2107 0.005
2108 0.005
2109 0.003
2110 0.002
2111 0.002
2112 0.002
2113 0.002
2114 0.003
2115 0.002
2116 0.002
2117 0.049
2118 0.044
2119 0.007
2120 0.014
2121 0.009
2122 0.003
2123 0.002
2124 0.002
2125 0.002
2126 0.002
2127 0.002
2128 0.002
2129 0.002
2130 0.003
2131 0.004
2132 0.003
2133 0.004
2134 0.004
2135 0.005
2136 0.005
2137 0.003
2138 0.002
2139 0.002
2140 0.002
2141 0.003
2142 0.003
2143 0.002
2144 0.001
2145 0.002
2146 0.002
2147 0.002
2148 0.002
2149 0.002
2150 0.002
2151 0.002
2152 0.002
2153 0.003
2154 0.004
2155 0.005
2156 0.006
2157 0.005
2158 0.003
2159 0.002
2160 0.002
2161 0.002
2162 0.001
2163 0.001
2164 0.001
2165 0.001
2166 0.001
2167 0.001
2168 0
2169 0.001
2170 0.002
2171 0.001
2172 0.002
2173 0.002
2174 0.002
2175 0.002
2176 0.002
2177 0.004
2178 0.005
2179 0.005
2180 0.006
2181 0.006
2182 0.004
2183 0.003
2184 0.002
2185 0.002
2186 0.002
2187 0.002
2188 0.002
2189 0.002
2190 0.001
2191 0.001
2192 0.001
2193 0.001
2194 0.002
2195 0.002
2196 0.005
2197 0.005
2198 0.005
2199 0.005
2200 0.004
2201 0.005
2202 0.006
2203 0.007
2204 0.007
2205 0.006
2206 0.005
2207 0.004
2208 0.004
2209 0.004
2210 0.003
2211 0.003
2212 0.002
2213 0.002
2214 0
2215 0
2216 0.001
2217 0.001
2218 0.002
2219 0.003
2220 0.003
2221 0.004
2222 0.004
2223 0.004
2224 0.005
2225 0.004
2226 0.005
2227 0.005
2228 0.005
2229 0.006
2230 0.005
2231 0.004
2232 0.004
2233 0.004
2234 0.005
2235 0.005
2236 0.005
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2239 0.006
2240 0.005
2241 0.006
2242 0.005
2243 0.005
2244 0.005
2245 0.004
2246 0.004
2247 0.004
2248 0.004
2249 0.005
2250 0.005
2251 0.005
2252 0.005
2253 0.005
2254 0.006
2255 0.005
2256 0.006
2257 0.005
2258 0.005
2259 0.004
2260 0.004
2261 0.005
2262 0.005
2263 0.002
2264 0.002
2265 0.002
2266 0.002
2267 0.003
2268 0.004
2269 0.004
2270 0.005
2271 0.004
2272 0.005
2273 0.007
2274 0.007
2275 0.006
2276 0.006
2277 0.006
2278 0.005
2279 0.005
2280 0.005
2281 0.005
2282 0.005
2283 0.005
2284 0.005
2285 0.005
2286 0.005
2287 0.006
2288 0.006
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2290 0.006
2291 0.006
2292 0.005
2293 0.006
2294 0.006
2295 0.006
2296 0.006
2297 0.006
2298 0.007
2299 0.006
2300 0.007
2301 0.006
2302 0.006
2303 0.005
2304 0.005
2305 0.005
2306 0.005
2307 0.004
2308 0.005
2309 0.005
2310 0.005
2311 0.002
2312 0.003
2313 0.005
2314 0.005
2315 0.008
2316 0.005
2317 0.005
2318 0.005
2319 0.005
2320 0.005
2321 0.006
2322 0.007
2323 0.007
2324 0.007
2325 0.007
2326 0.007
2327 0.007
2328 0.007
2329 0.007
2330 0.007
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4690 0.002
4691 0.002
4692 0.002
4693 0.002
4694 0
4695 0.001
4696 0.001
4697 0.002
4698 0.001
4699 0.002
4700 0.003
4701 0.005
4702 0.004
4703 0.007
4704 0.005
4705 0.004
4706 0.004
4707 0.003
4708 0.003
4709 0.003
4710 0.002
4711 0.003
4712 0.003
4713 0.003
4714 0.003
4715 0.002
4716 0.004
4717 0.003
4718 0.002
4719 0.002
4720 0.002
4721 0.002
4722 0.003
4723 0.004
4724 0.005
4725 0.004
4726 0.004
4727 0.004
4728 0.005
4729 0.004
4730 0.004
4731 0.005
4732 0.005
4733 0.006
4734 0.006
4735 0.005
4736 0.005
4737 0.005
4738 0.005
4739 0.005
4740 0.005
4741 0.005
4742 0.004
4743 0.004
4744 0.004
4745 0.003
4746 0.004
4747 0.004
4748 0.005
4749 0.005
4750 0.005
4751 0.005
4752 0.005
4753 0.005
4754 0.005
4755 0.005
4756 0.004
4757 0.005
4758 0.005
4759 0.006
4760 0.007
4761 0.006
4762 0.006
4763 0.005
4764 0.006
4765 0.006
4766 0.006
4767 0.005
4768 0.005
4769 0.005
4770 0.005
4771 0.006
4772 0.006
4773 0.007
4774 0.006
4775 0.005
4776 0.005
4777 0.005
4778 0.005
4779 0.005
4780 0.005
4781 0.006
4782 0.006
4783 0.006
4784 0.005
4785 0.006
4786 0.007
4787 0.005
4788 0.005
4789 0.005
4790 0.005
4791 0.005
4792 0.005
4793 0.005
4794 0.005
4795 0.005
4796 0.005
4797 0.005
4798 0.005
4799 0.005
4800 0.005
4801 0.006
4802 0.006
4803 0.006
4804 0.006
4805 0.006
4806 0.006
4807 0.007
4808 0.006
4809 0.007
4810 0.006
4811 0.006
4812 0.006
4813 0.006
4814 0.006
4815 0.006
answers sheet
0
rho1
rho2
sigma_Z
concl_ar1 Yes No Highlight the right one
concl_ar2 Yes No Highlight the right one
concl_ma1 Yes No Highlight the right one
concl_ma2 Yes No Highlight the right one
concl_arma11 Yes No Highlight the right one
phi1ar
phi2ar
sigmar
phi1arma
theta1arma
sigmarma
rho1ar1
rho1ar2
rho1ar3
rho2ar1
rho2ar2
rho2ar3
sigma_Zar1
sigma_Zar2
sigma_Zar3
rho1arma1
rho1arma2
rho1arma3
rho2arma1
rho2arma2
rho2arma3
sigma_Zarma1
sigma_Zarma2
sigma_Zarma3
concl_length Yes No No difference Highlight the right one
AR(2)
Z X Z X Z X
-0.4593322765 -0.0001377997 -0.9446863358 -0.0002834059 -1.1289958167 -0.0003386987 Autocorrelation with lag 1 0.7915 Autocorrelation with lag 2 0.6465
1.2894801102 0.000386844 0.5088162627 0.0001526449 -1.2551173133 -0.0003765352 Autocorrelation with lag 1 0.6817 Autocorrelation with lag 2 0.4437
-0.9702848477 -0.0000229466 0.91724895 0.0003717497 -0.9249358323 -0.000557529 Autocorrelation with lag 1 0.7772 Autocorrelation with lag 2 0.6144
1.3628641218 0.0004082143 0.2126162948 0.0003329494 -0.2332794086 -0.0004796099
0.3068128169 0.0003799307 -1.4243661132 -0.0001767666 1.3343942762 0.0000385258 sigmaZ 0.0005014747
1.4030718078 0.0007061736 -2.0962855015 -0.0007405302 -0.3821710907 -0.0001067226 0.0004299003
1.4989836771 0.0009646241 -1.6075079267 -0.0010133012 -3.1624704548 -0.0010226948 0.0004985365
-0.7999603009 0.0004709423 1.8194136183 -0.0002009299 -0.356869461 -0.0008349183
0.1815354558 0.0004265266 2.1574918566 0.0004642536 -0.4999189006 -0.000781895
1.1235776391 0.0006578199 0.2883947826 0.0004068804 -0.6300929977 -0.0007758658
2.0143807671 0.0010869108 1.2057383837 0.0006682988 0.1505158429 -0.0005352807
-0.3471096642 0.0006913666 1.1765041611 0.0008421699 0.1192060716 -0.0003742166
-0.8920527292 0.0002653286 0.4099076588 0.00074574 -0.1272685397 -0.0003245106
-0.1560482351 0.0001687676 -1.5032648614 0.000110571 3.2980980223 0.0007447572
-0.3171369902 0.0000349547 -1.3125234528 -0.0002854747 -0.5133198397 0.000359842
0.1652867097 0.0000811178 0.7294633049 0.0000213216 0.5816986336 0.0004591115
0.9936072693 0.0003568817 -1.2652175945 -0.0003759848 -0.1863935769 0.000283405
-0.7485209963 0.0000312066 0.6861933756 -0.000059292 0.0635805926 0.0002380854
-1.085212704 -0.0002891028 0.4385650456 0.0000744682 0.8776587208 0.0004431642
-1.2975649177 -0.0005925521 1.5351687314 0.0005108474 -0.5981776283 0.0001436803
0.5343268974 -0.0002705834 -0.5403579561 0.0002023182 -1.219106128 -0.0002462185
0.1785658107 -0.0001617479 -1.0848516707 -0.0001617282 -0.595849525 -0.0003471642
0.3303601105 -0.0000262331 -1.5805179556 -0.0005804247 0.0262220883 -0.0002476746
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-0.3328827109 -0.0002104876 1.469892691 -0.0001887897 -0.0005180278 -0.0005218124
-0.3097822949 -0.0002488684 1.1625760061 0.0001815601 1.1960128174 -0.0000391405
0.0279844267 -0.0001761617 -0.3185548321 0.0000252791 -0.7300876275 -0.0002677472
0.0698017579 -0.0001137233 -0.7486271309 -0.0001993863 -0.4083008601 -0.0003134988
-1.4059604181 -0.0005093467 1.0539596262 0.0001761408 2.2588321494 0.000445059
-2.2431139126 -0.00103788 -0.2414915938 0.0000441369 0.0963459842 0.0003311491
0.0850068007 -0.0007293247 0.5155713272 0.0001929967 0.1320200358 0.0002918299
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0.3325047213 -0.0004206299 -1.1770793754 -0.0005053909 -0.2430999239 0.0002339159
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0.194991073 0.0000058783 0.8703876287 0.0001900625 -0.5651299271 0.0001790217
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1.2268326663 0.0006101002 -0.622341799 -0.0002607503 1.1052045553 0.0005647967
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0.1479444212 0.0000024616 0.5515847503 0.0003961738 1.1063614733 -0.0000054591
1.6677263591 0.0004997432 0.1106426059 0.0003261904 0.6285192301 0.0001663605
0.0681712662 0.0003741189 -0.1935973251 0.0001886663 0.6434765774 0.000310523
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0.793760083 0.0003710402 2.1279629854 0.0011955041 -0.5365786281 0.0003912029
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2.0939191287 0.0003978039 0.5264047645 0.0000912348 0.0529603215 -0.0001507715
0.5346365719 0.0004283103 0.0542892015 0.0000775053 -1.9920839895 -0.0007134863
0.4598538181 0.0004570172 0.3382311381 0.0001599811 1.369312347 -0.0001000739
1.6447388285 0.0008340222 -0.9513545186 -0.0001690963 -0.3730207971 -0.0002114621
0.9504940815 0.0008936367 2.6045486015 0.0006681762 0.1280088521 -0.0001152397
1.252742412 0.0010416818 -0.1269920636 0.0004278225 -0.4885672475 -0.0002366242
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ARMA(1,1)
Z X Z X Z X
-0.9330709615 -0.0002799213 -0.7976205041 -0.0002392862 0.6005732789 0.000180172 Autocorrelation with lag 1 0.7968 Autocorrelation with lag 2 0.6029
-0.9380115244 -0.0006258835 0.9589897569 0.0001693072 0.2700098091 0.0002693539 Autocorrelation with lag 1 0.7948 Autocorrelation with lag 2 0.5953
-1.2917087322 -0.0010312523 -0.5302646731 -0.0000447003 -0.1531913695 0.0001548254 Autocorrelation with lag 1 0.7937 Autocorrelation with lag...