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Consider the model (1–0.4B)Vx, = z₂, where B is a Backshift operator and z, ~ WN(0,4). a) Write down the model in terms of x, and x. , where k = 1, 2.

Consider the model (1–0.4B)Vx, = z₂, where B is a Backshift operator and z, ~ WN(0,4). a) Write down the model in terms of x, and x. , where k = 1, 2.

A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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Consider the model (1–0.4B)Vx, = z,, where B is a Backshift operator and z, ~ WN(0,4). a) Write down the model in terms of x₂ and X₁-k' where k = 1, 2. b) Calculate: 1) 100 (1) if 100 = 14.5 and X99 2) 100 (2) 3) e (1) 4) Varle (1) 5) 90 % prediction interval for (1). Hint: (one of the following values might be helpful: Z0.05=1.645 and Z0.025 = 1.960). = 8.1
Transcribed Image Text:Consider the model (1–0.4B)Vx, = z,, where B is a Backshift operator and z, ~ WN(0,4). a) Write down the model in terms of x₂ and X₁-k' where k = 1, 2. b) Calculate: 1) 100 (1) if 100 = 14.5 and X99 2) 100 (2) 3) e (1) 4) Varle (1) 5) 90 % prediction interval for (1). Hint: (one of the following values might be helpful: Z0.05=1.645 and Z0.025 = 1.960). = 8.1
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