# Time Series Analysis and Random Processes

Question 1:

Simulate a completely random process of length 48 with independent, normal values. Plot the time series plot. Does it look "random"? Repeat this exercise several times with a new simulation each time.

Question 2:

Simulate a completely random process of length 48 with independent, t-distributed values each with 5 degrees of freedom. Construct the time series plot. Does it look "random" and nonnormal? Repeat this exercise several times with a new simulation each time.

https://brainmass.com/statistics/time-series-analysis/time-series-analysis-random-processes-450881

#### Solution Preview

Please see the attachments.

Solution:

First we are going to simulate random process of length 48 from normal distribution using statistical package R. The command used for this is

a = rnorm(48))

We can plot this time series using the command

plot (a) # This will give the scatter plot

plot.ts(a) # This will give the time series plot

The output ...

#### Solution Summary

This solution answers questions regarding time series analysis. Completely random processes are simulated with independent, normal values and independent, t-distributed values.