Homework 8
(due 4/8, together with HW9)
Problem 4.34. The problem suggests you take a frequency
domain approach (Section 4.10), but you may like to compare this with the
time domain (Section 5.5).
After reading the data, you should set up variable names, for example:
tmp<-scan("data/clim-hyd.dat")
x<-ts(matrix(tmp,ncol=6),
names=c("temp","dew","cloud","wind","precip","inflow"))
Reading: Sections 4.10, 4.11, 4.12, 4.13. Also, return to Sections 1.7 and 4.6 for the multivariate examples (we initially considered only the
univariate case, whereas Shumway and Stoffer develop both simultaneously).