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Consider the AR(1) model, x, --₁x₁_₁+₁ μ=z₁ with ₁ = 0.6, μ = 9,0² = 0.1 X100 = 8.9, X99 = 9, X9g = 9 and Xx9 = 9.6. Calculate: a) ✰ (1). b), (2).

Consider the AR(1) model, x, --₁x₁_₁+₁ μ=z₁ with ₁ = 0.6, μ = 9,0² = 0.1 X100 = 8.9, X99 = 9, X9g = 9 and Xx9 = 9.6. Calculate: a) ✰ (1). b), (2).

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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Consider the AR(1) model, x,- μ-₁x₁_₁+₁ μ=z, with ₁ = 0.6, u=9, o = 0.1. X100 = 8.9, X99 = 9, X9g = 9 and x = 9.6. Calculate: 98 97 a) ✰ (1). b) (2). interpret the results
Transcribed Image Text:Consider the AR(1) model, x,- μ-₁x₁_₁+₁ μ=z, with ₁ = 0.6, u=9, o = 0.1. X100 = 8.9, X99 = 9, X9g = 9 and x = 9.6. Calculate: 98 97 a) ✰ (1). b) (2). interpret the results
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