8th Semester, Apr-2024

Time Series Analysis and Forecasting

B.Tech. Open Elective-IV
Assignment-1

Short Answer Type Questions

1. What are the steps to install R and RStudio software?
2. How to install and load a package in R, (e.g. astsa)?
3. How to create a R dataframe from a dataset available in spreadsheet or text file?
4. Write the R command to plot two dataframes earthquake and explosion in one plot.
5. What do you understand by a stochastic process? Give one example.
6. Define white noise and state its significance.
7. State the mathematical representation of a random walk with drift process.
8. What is a Gaussian process?
9. Describe the significance of pre-whitening.
10. State the linear regression model for a dependent time series on another independent series.

Long Answer Type Questions

1. Write a short history of the R programming language.
2. Compare in a tabular form the features of R and Python programming languages. Comment
on their complementarity and differences.
3. How do you obtain moving average of a time series? Write R script to generate 500 white
noise data points; obtain moving average of the same and finally plot the simulated white
noise series and its moving average in the same graph.
4. Describe various measures of dependence for a time series with relevant mathematical
representations.
5. What does stationarity signify. Define various types of stationarity.
6. Write R code to plot the autocorrelation and cross correlation of two data frames soi and
rec on the same plot.
7. Describe various inoformation criteria. Explain how these are useful for fitting a model to a
time series. How to obtain these measures in R?
8. Describe various methods for dealing with non-stationarity.
9. Consider a time series denoting chicken prices over several moths and denoted by a data
frame chicken. Write R code to
(i) fit a linear regression model,
(ii) plot the chicken prices, detrended series and differenced series in one plot.
(iii) plot the autocorrelations of the above series in one plot.
10. Why smoothing is used for a time series. Describe various methods for smoothing.

Department of Electrical Engineering

Veer Surendra Sai University of Technology Burla, Odisha, India