garybaylor / time-series-homework Goto Github PK

T2.1 <- function(n=100, v = 10, a = 1, b = 2) {
    x <- function(t) {a + b * t}
    x.bar <- a + b *(n + 1)/2
    num <- numeric(n-v)
    den <- numeric(n)
    for (i in 1:(n-v)) {
        num[i] <- (x(i)-x.bar) * (x(i + v) - x.bar)
    }
    for (i in 1:n) {
        den[i] <- (x(i) - x.bar)^2
    }

    rho <- sum(num)/sum(den)
    return(rho)
}

T2.1xx <- function(n=100, v = 10) {
    A <- 2 * v^3 - (3 * n^2 - 1) * v + n * (n^2 -1)
    B <- n * (n^2 - 1)
    return(A/B)