1. The yt+1/Tforecast for a certain timeseries yt is distributed as N(10,2). What isthe average point forecast for Yt+1|T?Generate a 95-percent interval forecast forthe mean. What is the probability that yt+1is less than or equal to 5? What is theprobability that yt+1 is between 8 and 11?2. State whether the following potential lossfunctions satisfy the three conditions, and ifso, whether they are symmetric orasymmetric.a. L(e) = 3e2 + 1b.SVe, e>0l lel, e <0L(e) =

Here is the yt+1/T forecast for a certain time series yt is distributed as normal distribution…

Answered: 1. The yt+1/Tforecast for a certain…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Identify an appropriate Univariate time series model for the Iron Inc. stock returns and comment on the procedure used. (Use exponential smoothing or any of your choice) Iron Inc 1.5888 1.747917 1.115125 2.20568 0.37909 0.842537 0.345743 -0.17227 0.201313 0.574076 1.11301 0.592719 -0.19641 0.365459 0.588253 0.389854 0.527053 0.469088 1.180992 0.977212 -1.58603 0.901378 -0.1895 -0.35259 -0.54436 -0.0821 -0.35606 -1.62177 0.139707 -1.5904 -0.42531 0.768813 0.932478 0.335936 -0.72546 -1.51769 0 -0.11417 1.200006 1.016369 -0.30745 -1.03726 -0.79321 -0.42832 -0.25811 0.575046 0.34305 0.484337 0.320263 0.460166 -0.31493 -0.91901 -0.28985 2.412803 -0.31224 0.142358 1.023597 -0.22515 0.507764 -0.47715 0.817834 0.083901 0.307432 0.111453 1.196791 -0.16502 -0.90909 0.667215 0.220943 0.661316 0.109517 -1.42193 -0.08321 -0.22212 -1.50249…
Assume that the entire sample has 8 positive observations and 4 negatives observations. Variable X1: at the left branch has 9 positive observations and 3 negatives observations;at the right branch has 8 positive observations and 8 negative observations. What is the information gain or reduction in uncertainty of X1 using the Gini index? (round to two decimal spaces)
Suppose X has an exponential distribution with mean equal to 12. Determine the following: (a) P(X > 10) (Round your answer to 3 decimal places.) (b) P(X > 20) (Round your answer to 3 decimal places.) (c) P(X < 30) (Round your answer to 3 decimal places.) (d) Find the value of x such that P(X
Suppose that there are 4 deaths due to stomach can- cer among workers in a tire plant from 1/1/64 to 12/31/83, while 2.5 are expected based on U.S. mortality rates. Provide a 95% CI for the expected number of deaths from stomach cancer over 20 years among the tire workers. Is the number of cases of stomach cancer excessive?
Q5 Find the variance for the PDF px(x) = e-«/2, x > 0.
The daily price of orange juice 30-day futures is normally distributed. InMarch through April 2007, the mean was 145.5 cents per pound, and standarddeviation = 25.0 cents per pound.4 Assuming the price is independent from day today, find P (x < 100) on the next day.
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The time intervals between successive barges passing a certain point on a busy waterway have an exponential distribution with mean 10 minutes. (a) Find the probability that the time interval between two successive barges is less than 8 minutes. (b) Find a time interval t such that we can be 95% sure that the time interval between two successive barges will be greater than t.
Suppose you simulate the price path of stock HHF using a geometric Brownian motion model with µ = 0.1, o = 0.2, and time step At = 1/52 (weekly). Let St be the price of the stock at time t. If So = 100, and the first simulated (randomly selected) standard normal variable is e = -0.591, what is the simulated return over the next week? (a) -0.061 (b) -0.015 (c) 0.061 (d) -0.093
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1. The yt+1/Tforecast for a certain time series ytis distributed as N(10,2). What is the average point forecast for Yt+1/T? Generate a 95-percent interval forecast for