Topics of week 6 are covered in the course book by the following chapters:

7.2.3, (7.3), 7.4.1

and the exercises

X28(0), 7.8(0), X29(0), 7.7(0), X26(0), X27(0), X30(0), X31(0), X32(+1), 7.9(0), 7.10(+1), 7.13(+1)

An mp4-video (10-20 minutes) with slides presents the topic, where the corresponding slides also are included as a separate pdf-file. A number of suitable exercises is listed.

Topics of week 6 with suitable exercises are listed below . A mp4-video (10-20 minutes) with slides presents the topic. The corresponding slides are also included as a separate pdf-file.

The numbered exercises are found in the course book and the exercises X1, X2 … are found in additional exercises (exercises and solutions). Solutions of the course book exercises are found in the solutions manual. The exercises are marked with three levels: (-1) if you have forgotten some of the prior knowledge or need extra training, (0) to be computed by everyone, (+1) if you like challenges.

Poles and zeros of AR- and MA-processes:

Poles_zeros_desc.mp4 W6_poles_zeros_desc.pdf

Example of the interpretation of pole-zero plots: X28(0), 7.8(0), X29(0), 7.7(0), X26(0), X27(0), X30(0), X31(0), X32(+1)

Ex_poles_zeros.mp4 W6_ex_poles_zeros.pdf

Exercise on AR- and MA-modelling: 7.9(0), 7.10(+1), 7.13(+1)

Ex_AR_MA_proc.mp4 W6_AR_MA_proc.pdf