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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In discriminant analysis the discriminant function is on the basis of: a. Correlation co-efficient b. F statistic c. Linear Regression d. Eigen values
Consider the following data on the number of minutes (x) that 10 persons spent on social media during office hours and their productivity level (y): Xi 10 29 54 63 70 76 88 91 108 118 Yi 92 72 59 50 49 48 38 25 14 9 A linear model was fitted using the statistical software R, producing the following output: Coefficients: (Intercept) 98.81082 -0.75263 Estimate Std. Error t value Pr(>|t|) 29.8 1.74e-09 *** -17.6 1.1le-07 *** 3.31574 0.04277 Signif. codes: 0 ***' 0.001 **** 0.01 0.05 .' 0.1 1 Residual standard error: 4.304 on 8 degrees of freedom Multiple R-squared: 0.9748, F-statistic: 309.7 on 1 and 8 DF, Adjusted R-squared: p-value: 1.11e-07 0.9717 (a) Obtain the equation of the estimated regression line. (b) Interpret the slope coefficient. (c) Discuss whether the simple linear regression model obtained does a good job of explaining observed variation in productivity level. (d) Perform a model utility test using a = 0.01. Use an appropriate P-value from the output given. (Note: R uses…
In a simple linear regression analysis (where y is a dependent and x an independent variable), if the y-intercept is positive, then a) there is a positive correlation between x and y. b) if y is increased, x must also increase. c) if x is increased, y must also increase. d) the estimated regression line intercepts the positive y-axis.
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)
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.)
(b.) Consider the fictitious set of data shown below, where the line through the data is the fitted simple linear regression line. Sketch a residual plot (It doesn't need to be perfect) on the right side of this graph. What type of transformation is needed to get a proper SLR model? Write the general form of this new SLR model. §
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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
ele) Consider the regression model Y; = BX; + u; Where u, and X, satisfy the assumptions specified here. Let p denote an estimator of p that is constructed as ß= where Y and X are the sample means of Y, and X, respectively. Show that B is a linear function of Y,, Y2, Y Show that B is conditionally unbiased. 1 E(Y,X,, X2.. X,) = ▼ 1 „P(X, +X2+ + X,) + Y2 + + Yn) (AX, + u) 2 E(BIX,. X2 X,) =E |(X, X2.. Xn) Click to select your answer(s). W DELL P Type here to search 1/5
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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