=5. An AR(3) model has been fit to a time series. The estimates are ûand $3 = 0.1. The last four observations were Yn-3 104, Yn-2 ===Yn 99. Forecast Yn+1 and Yn+2 using these data and estimates.102, 1 = 0.5, 2 = 0.2,101, Yn-1==102, and

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Answered: 5. An AR(3) model has been fit to a…

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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1.8 Compute and compare the total electricity consumption of Sub-Saharan Africa to the United States in 2012. The population of Sub-Saharan Africa was 926 million, and the United States was 314 million. The per person consumption in the United States in 2012 was 12.96 MWh per year. Consult Fig. 1.11 for the per person consumption in Sub-Saharan Africa.
Vehicles arrive at a car detailing service at a rate of 10 per minute according to a Poissondistribution. For simplicity, assume that there is only one lane and one worker who can serve atan average rate of 12 vehicles per minute. Service times are exponentially distributed. Part A: What is the average length of the queue? Part B: What is the average time a vehicle must spend to get through the system? Part C: What is the utilization rate of the worker? Part D: What is the probability that when you arrive at the shop, there will be three ormore vehicles ahead of you?
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Q20
Consider the time series data in the table below (a-c all count as one problem) a. Construct a time series plot. What type of pattern exists in the data?b. Develop a three-week moving average for this time series. Compute MSEand a forecast for week 8. c. Use α = 0.2 to compute the exponential smoothing value for the time series.Compute MSE and a forecast for week 8.

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5. An AR(3) model has been fit to a time series. The estimates are û = 102, 1 = 0.5, 2 = 0.2, and 30.1. The last four observations were Yn-3 = 104, Yn-2 = 101, Y-1 = 102, and Yn99. Forecast Yn+1 and Yn+2 using these data and estimates.