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- Jan 26, 2012

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We are given 5 time series and are asked to label them from a given list of various types. I've correctly identified all but 2. The two left to use are:

1) Weakly stationary

2) Non-constant auto correlation function

I've looked up the definition for weakly stationary and it's far beyond what we have been given to use in lectures, so I imagine there is something simple I should notice about them versus strictly stationary. I still can't find any information on a non-constant ACF and would greatly appreciate any links to materials.

Here are the two series in question:

z7:

z10:

And here are some other useful time series analysis results to possibly use:

z7:

z:10

Sorry for all the graphs but this is a portion of the output I've produced. I'm coding all of this in SAS, which is a language I'm pretty comfortable in so can adjust the above in various ways if necessary.

Any comments on the nature of weak-stationary and/or non-constant ACF series? Any comments on the attached images?

Thank you!

Jameson