1. Consider two MA(1) models:xt = Wt +12Wt-1,Wt ~N(0, 2²)Ut ~Yt = vt +2Vt-1,(a) Why do we prefer invertible models?(b) Check if both models are invertible using the lag operator B.(c) Find the mean functions for both models.(d) Find the autocovariance functions for both models.(e) Find the autocorrelation functions for both models.(f) Simulate 100 observations for each model, and compare the time plots of thesimulated series. Set a seed, and use it for both.(g) Which of the two models above is preferred? Give one reason.N(0, 1²)

(As per our standard guidelines, we are supposed to answer only 3 sub-parts.)a) We prefer invertible…

Answered: 1. Consider two MA(1) models: 1 x₁ = W₁…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Similar questions

and x® (t) = (). t (2) Consider the vectors x(t) = ( 10) (a) Compute the Wronskian of x(1) and x(2). X W (b) In what intervals are x1) and x2) linearly independent? D (c) What conclusion can be drawn about coefficients in the system of homogeneous differential equations satisfied by x1) and x2)? Choose one ▼ of the coefficients of the ODE in standard form must be discontinuous at to (d) Find the system of equations x' = P(t)x. P(t) =
2. The DTDS given by P+1 = 3(P; + 18) describes a population in which 18 individuals are added to the population at the beginning of each generation and of that population survives. (a) Starting from a population of Po = 8 individuals, calculate the next three terms, that is, find P1, P2, and P3. (b) Calculate the equilibrium point of the model above. Show necessary algebra!
Find formulas for the voltages x, and x2 (as functions of time t) for the following circuit represented by the 2x2 matrix A. Assume R₁ = 1/5 ohms, R₂ = 1/3 ohms, C₁ = 4 farads, C₂ = 3 farads, and an initial charge of 4 volts on both capacitors. X(t) = X₁ (1) X2 (1) A X₁ (1) X₂ (1) given A= Click the icon to view the circuit. (1/R₁+1/R₂) C₁ R₂C₂ R₂C₁ -1 R₂C₂
10. (BH) Let L : P + P2 be defined by L(p(e)) = zp'(2) dz, and let E = {1,t} and E2 = {1,t, t} be the standard bases for Pi and P2. (a) Find the matrix A associated with in these bases. (b) Find £(3t – 1) directly and using A.
Hi. I need help with part (d) and (e) The bond behavior of reinforcing bars is an important determinant of strength and stability. The article "Experimental Study on the Bond Behavior of Reinforcing Bars Embedded in Concrete Subjected to Lateral Pressure"† reported the results of one experiment in which varying levels of lateral pressure were applied to 21 concrete cube specimens, each with an embedded 16 mm plain steel round bar, and the corresponding bond capacity was determined. Due to differing concrete cube strengths (fcu, in MPa), the applied lateral pressure was equivalent to a fixed proportion of the specimen's fcu (0, 0.1fcu, , 0.6fcu). Also, since bond strength can be heavily influenced by the specimen's fcu, bond capacity was expressed as the ratio of bond strength (MPa) to sqrt. of fcu . Pressure 0 0 0 0.1 0.1 0.1 0.2 0.2 0.2 0.3 0.3 0.3 0.4 Ratio 0.123 0.100 0.101 0.172 0.133 0.107 0.217 0.172 0.151 0.263 0.227 0.252 0.310 Pressure 0.4 0.4 0.5 0.5 0.5…
Consider the vectors x(t) = ( and x2) (t) = 6. 4t (a) Compute the Wronskian of x) and x2). W (b) In what intervals are x and x2) linearly independent? x(1) D = (c) What conclusion can be drawn about coefficients in the system of homogeneous differential equations satisfied by x and x2)? x(1) Choose one ▼ of the coefficients of the ODE in standard form must be discontinuous at to : (d) Find the system of equations x' = P(t)x.
a) Show that the fourth-order Runge-Kutta method, k₁ = hf (ti, wi), h k₁ k₂= hfti+ Wi + 2 2 h k3 = hfti + Wi + 2¹ 2 k4 = hf (ti + h, wi + k3), 1 W₁+1 =W₁ + (k₁ + 2k2 + 2k3+k4), when applied to the differential equation y' = Ay, can be written in the form 1 Wi+1 = = (1 + hλ + 1 (hx)² + = (ha)³ + 2/7 (hX)^) wi- Wi. 24

Recommended textbooks for you

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

Elementary Statistics: Picturing the World (7th E…

Statistics

ISBN:

9780134683416

Author:

Ron Larson, Betsy Farber

Publisher:

PEARSON

The Basic Practice of Statistics

Statistics

ISBN:

9781319042578

Author:

David S. Moore, William I. Notz, Michael A. Fligner

Publisher:

W. H. Freeman

Introduction to the Practice of Statistics

Statistics

ISBN:

9781319013387

Author:

David S. Moore, George P. McCabe, Bruce A. Craig

Publisher:

W. H. Freeman

SEE MORE TEXTBOOKS