x = scan("roster.txt",what="CHAR",sep="\n") sample(x) n = length(x) y = sample(x) for(i in 1:n){ if(i == 1) cat("\n\n Tue Mar 7\n") if(i == 8) cat("\n\n Thu Mar 9 \n") if(i == 15) cat("\n\n Tue Mar 14 \n") if(i == 22) cat("\n\n Thu Mar 16 \n") cat(i,y[i],".\n") } Tue Mar 7 1 HUANG, XIAOHONG . 2 XIE, MEIHUI . 3 ZHANG, FAN . 4 KICHAEV, GLEB . 5 NAVAR, DAVID ANTHONY . 6 XU, HAOTIAN . 7 KIM, WOONG BAE . Thu Mar 9 8 KIM, LAURA . 9 SUH, YON SOO . 10 KREBS, ALEX JOSHUA . 11 YE, YE . 12 WANG, HUANCHEN . 13 WEN, LIWEN . 14 BRUMBAUGH, STEPHEN PAUL . Tue Mar 14 15 YEUNG, FIONA CHEHONG . 16 LEE, HUNG-I . 17 CHOI, SOO WOO . 18 ZHANG, AILIN . 19 CHIBA, KAORI . 20 MURRAY, GALEN PATRICK . 21 SHAO, KANGHONG . Thu Mar 16 22 WANG, HSIN-HUA . 23 CHAFFEE, ADAM WALTER . 24 LAI, PENG YUAN . 25 AMARAL PORSANI, RAFAEL . 26 DABAGH, SAFAA M . 27 HORNAK, ROBIN . p91. par(mfrow = c(1,2)) plot(arima.sim(list(order=c(0,0,1), ma=5), n=100, sd = 1), ylab="x", main=(expression(MA(1)~~~theta==5))) mtext("sigma = 1",s=3,l=.5) plot(arima.sim(list(order=c(0,0,1), ma=1/5), n=100, sd = 5), ylab="x", main=(expression(MA(1)~~~theta==0.2))) mtext("sigma = 5",s=3,l=.5) 1. Xt − Xt−1 = Wt − 1/2 Wt−1 − 1/2 Wt−2. Identify the ARMA(p,q) model, and say if it is causal or invertible. The AR polynomial is φ(z) = 1 − z, which has root 1. The MA polynomial is θ(z) = 1 − z/2 − z^2/2, which has roots [-b+/-√(b^2-4ac)]/2a = [1/2 +/- √(1/4 + 2)]/-1 = -1/2 +/- 1.5, or −2 and 1. Since these polynomials share a common root, they have the common factor 1 − z. Factoring these out, the irredundant representation has AR polynomial φ(z) = 1, which has no roots, so it is causal, and MA polynomial θ(z) = 1 + z/2, which has root −2, so it is invertible. This is a causal and invertible ARMA(0, 1) process. The reduced process is Xt = Wt + 1/2 Wt-1. Xt - Xt-1 = Wt + 1/2 Wt-1 - Wt-1 - 1/2 Wt-2 = Wt - 1/2 Wt-1 - 1/2 Wt-2. 2. Xt − 2Xt−1 + 2Xt−2 = Wt − 8/9 Wt−1. The AR polynomial is φ(z)=1−2z+2z^2, which has roots [2+/-√(4-8)]/4, or 1/2 ± i/2. These roots are inside the unit circle because 1/2^2 + 1/2^2 = 1/2 < 1. The MA polynomial is θ(z) = 1 − 8z/9, which has root 9/8. So this is an ARMA(2, 1) process which is invertible but not causal.