1.The table shows earnings per share of a corporation over a period of 30 years. Year Year Earnings 50.2 Earnings 45.4 1 16 2 33.9 17 35.6 3 20.6 18 30.1 4 25.4 19 25.5 5 32.9 20 22.4 31.3 21 12.3 7 18.8 22 20.9 8 14.5 23 42.8 17.5 24 86.3 10 23.6 25 73.6 11 20.6 26 47.7 12 21.6 27 56.6 13 27.6 28 53.1 14 36.5 29 48.9 15 49.3 30 41.2 LAssume that we have a AR(2) model as follows: Yt = 2.3yt-1 – 1.2yt-2 Is this model stationary or not?
1.The table shows earnings per share of a corporation over a period of 30 years. Year Year Earnings 50.2 Earnings 45.4 1 16 2 33.9 17 35.6 3 20.6 18 30.1 4 25.4 19 25.5 5 32.9 20 22.4 31.3 21 12.3 7 18.8 22 20.9 8 14.5 23 42.8 17.5 24 86.3 10 23.6 25 73.6 11 20.6 26 47.7 12 21.6 27 56.6 13 27.6 28 53.1 14 36.5 29 48.9 15 49.3 30 41.2 LAssume that we have a AR(2) model as follows: Yt = 2.3yt-1 – 1.2yt-2 Is this model stationary or not?
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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