b. Suppose that e, is zero mean white noise with var(et) = o. Consider the process:i.ii.iii.iv.Y₁ = 1+0.4Y-1 + et - 0.3e-10.15€t-2Write the model using lag operator notation.Assess if the process is covariance stationary.Identify this model as an ARIMA (p, d, q) process; that is, specify p, d, and q.Find μ = E(Y).

Given the time series model as Yt=1+0.4Yt-1+et-0.3et-1-0.15et-2

Answered: b. Suppose that et is zero mean white…

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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Which of the following best describes the relationship between the variables on the scatter plot below? 11 10 15 4 3. 2 1 1234 56 7 8 9 10 11 12 13 O A. linear association OB. no association OC. non-linear association OD. linear and non-linear association
In discriminant analysis the discriminant function is on the basis of: a. Correlation co-efficient b. F statistic c. Linear Regression d. Eigen values
C and d pls
(b) For each pair of variables, generate the correlation coefficient r. Compute the corresponding coefficient of determination r2. (Use 3 decimal places.) r r2 x1, x2 x1, x3 x2, x3
Consider the linear model Y: = B1 + B2 d; + u;, where y; is the subjective reported happiness of individual i, d; is a dummy variable which indicates whether individual i owns a dog (d; = 1) or not (d; = 0), and u; is an unobserved error term. Assume that E(u;) = 0 and E(u;d;) = 0. We observe ani.i.d. sample of (yi, d;), i = 1,...,n, with sample size n = 100. In that sample we have no = E (1 – d;) = 80 individuals with d; = 0, and n1 reported happiness in the subpopulation with d; = 0 is no'E(1 –- d;)y; = 3, and in the subpopulation with d; = 1 is n¡' E d:y; = 8. , d; = 20 individuals with d; = 1. The average (a) Let r; = (1, d;) and 3 = (B1, B2)'. Calculate , ¤; x;, and D, '; Y;, and the OLS estimator i=1 (b) Are our assumptions above sufficient to guarantee that B, is the true causal effect of d; on y;? Explain your answer.
7. Find slop of a linear regression model for the following data: x = [1, 2, 3, 4, 5, 6, 7] z = [ 1.40, 3.78, 4.41, 4.60, 8.40, 8.64, 12.81]. -1.7 -0.5 0.5 O 1.7 CS Scanned with CamScannel
Thirty data points on Y and X are employed to estimate the parameters in the linear relation Y = a + bx. The computer output from the regression analysis is DEPENDENT VARIABLE: R-SQUARE F-RATIO P-VALUE ON F OBSERVATIONS: 30 0.5300 13.79 0.0009 VARIABLE PARAMETER STANDARD T-RATIO P-VALUE ESTIMATE ERROR INTERCEPT 93.54 46.210 2.02 0.0526 |-3.25 0.875 |-3.71 0.0009 At the 1% level of significance, the critical t-value for the test is (Write the numbers as they are, do not round them)
Plzz give the answer of all questions
A highway department is studying the relationship between traffic flow and speed. The following model has been hypothesized: y = B, + B,x + E where y = traffic flow in vehicles per hour x = vehicle speed in miles per hour. The following data were collected during rush hour for six highways leading out of the city. Traffic Flow (y) Vehicle Speed (x) 1,257 35 1,329 40 1,227 30 1,335 45 1,351 50 1,123 25 In working further with this problem, statisticians suggested the use of the following curvilinear estimated regression equation. ý = bo + b,x + b,x? (a) Develop an estimated regression equation for the data of the form ý = b, + b,x + b,x2. (Round b, to the nearest integer and b, to two decimal places and b, to three decimal places.)
Which scatterplot shows a nonlinear association?
Suppose the analyst constructs the simple linear regression model In(y) = a + Bx+e. She estimates it to be In() = -1- 1.3x. What is the residual in Excel output for the pair of observations x= 1.5 and y = 27 O a. 6. O b. 1.98 O c. -2. O d. 403.43 e. 4.29
The following table shows retail sales in drug stores in billions of dollars in the U.S. for years since 1995. Year03691215 Retail Sales85.851108.426141.781169.256202.297222.266 Let y be the retails sales in billions of dollars in x years since 1995. A linear model for the data is y=9.44x+84.182 A) Use the above scatter plot to decide whether the line of best fit, fits the data well. The function is a good model for the data.The function is not a good model for the data B) To the nearest billion, estimate the retails sales in the U. S. in 2011. billions of dollars. C) Use the equation to find the year in which retails sales will be $240 billion. .

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