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University of Toronto - Department of Statistical Sciences Winter 2023

STA457H1: Time Series Analysis


Assignment 1 - Question 5 Due data February 3, 2023

Student Name...........................................................ID number...........................................................

Instructions: Show your answers in details.

Q5 (10 points): Consider the datasets Nile and LakeHuron that are available from the datasets R
package.

1. Plot the series describing them by stationarity, trend, and seasonality.

2. Plot the autocorrelation function and comment any patterns.

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