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(a) What is the AR(1) model? To fix notation, use C₁, C₁₁ etc. as the time series. (b) For the AR(1) model, find the mean, μ, of C₁. Hint:

(a) What is the AR(1) model? To fix notation, use C₁, C₁₁ etc. as the time series. (b) For the AR(1) model, find the mean, μ, of C₁. Hint:

MATLAB: An Introduction with Applications
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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(a) What is the AR(1) model? To fix notation, use C₁, C₁_₁ etc. as the time series. (b) For the AR(1) model, find the mean, μ, of C₁. E(c₁ ) = E(c₁_₁ ) = μ. (c) What is the IMA(2,1) model? Use the same notation as in (a). Hint:
Transcribed Image Text:(a) What is the AR(1) model? To fix notation, use C₁, C₁_₁ etc. as the time series. (b) For the AR(1) model, find the mean, μ, of C₁. E(c₁ ) = E(c₁_₁ ) = μ. (c) What is the IMA(2,1) model? Use the same notation as in (a). Hint:
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