Let X have a distribution with mean $\mu$ and variance $\sigma^2$, and let $Y_t = X$ for all t. Sketch a “typical” time plot of $Y_t$.

My thoughts: This process $Y_t$ is stationary with mean $\mu$, variance $\sigma^2$ and autocovariance $\sigma^2$. But I cannot visualise how a time series plot would like.

Would it be a "bell-shaped" curve?

Is there a way in R to simulate plots of such "custom" time series ?

  • $\begingroup$ Is it a homework exercise? $\endgroup$
    – Tim
    Jan 30 '15 at 11:09
  • $\begingroup$ exercises at the end of a book chapter that I am reading on my own $\endgroup$
    – square_one
    Jan 30 '15 at 11:11
  • $\begingroup$ Then consider using self-study tag. $\endgroup$
    – Tim
    Jan 30 '15 at 11:27

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