Consider austourists , the quarterly number of international tourists to Australia for the period 1999–2010. a. Describe the time plot. b. What can you learn from the ACF graph? c. What can you learn...


Consider austourists , the quarterly number of international tourists to Australia for the period 1999–2010.


a. Describe the time plot.


b. What can you learn from the ACF graph?


c. What can you learn from the PACF graph?


d. Produce plots of the seasonally dierenced data (1 − B4)Yt. What model do these graphs suggest?


e. Does auto.arima() give the same model that you chose? If not, which model do you think is better?


f. Write the model in terms of the backshift operator, then without using the backshift operator.



May 23, 2022
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