In this question you will consider ergodicity and time series averages.Consider the following MA (2) time series model:Y₁ = t -0₁ €t-1 - 0₂€t-2(d) You are told that o² = 1, 0₁:=0.2 and 0₂-0.1 is the variancefor the time series mean estimator less efficient or more efficientthan the T 20 sample size ensemble average i.i.d. case?Justify your answer with a relevant calculation and explanationusing the formula in Equation (1) provided above in part (c) ofthis question.==

ANSWER: The formula for the variance of the time series mean estimator in the MA(2) model is:…

Answered: In this question you will consider…

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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Experiment 3: Fifteen female CSCC students and 10 male CSCC students are randomly selected to determine if the mean time studying for females is significantly more than the mean study time for males. It can be assumed that all study times are normally distributed. Are these samples independent or dependent? Find the null and alternative hypothesis. H0: Ha:
A multiple regression was estimated using the SEK method and the results are given below. Based on these estimates alone, multiple Explain the level of linearity, varying variance and cascading dependency problems. Bi: 4,1234 B2: -0,2189 B3: -1,7862 sh:3,1223 R?: 0,9820 R*: 0,9750 F: 10,89 F tablo:3,07 sh:4,4420 sh:0,3179 D.W.: 0,2558 d1:0,385 dy:1,685
Which statement is not correct?A. Spurious correlation can often be reduced by expressing X and Y in per capita terms.B. Autocorrelation is mainly a concern if we are using time - series data.C. Heteroscedastic residuals will have roughly the same variance for any value of X.D. Standardized residuals make it easy to identify outliers or instances of poor fit. ( don't hand writing solution)
An economist studying inflation in electricity prices in 2018 and 2019 believes that the average price of electricity, even after adjusting for inflation, changed between these two years. To test his claim, he samples 9 different counties and records the average price of electricity in each county from each year. He then adjusts the prices for inflation. His results are given in the following table. Test the economist's claim at the 0.05 level of significance assuming that the population distribution of the paired differences is approximately normal. Let prices in 2018 be Population 1 and prices in 2019 be Population 2. Average Residential Retail Prices of Electricity ($/kWh) 2018 2019 12.64 13.86 14.22 12.45 14.45 12.85 17.58 15.69 13.42 11.64 15.07 14.72 15.12 14.53 11.20 10.51 18.15 16.70 Copy Data Step 2 of 3: Compute the value of the test statistic. Round your answer to three decimal places.
A chi-square test for independence is being used to evaluate the relationship between two variables. If the test has df = 1, what can you conclude about the two variables? a.One variable consists of 2 categories and the other consists of 4 categories. b.Both variables consist of 2 categories. c.Both variables consist of 3 categories. d.One variable consists of 2 categories and the other consists of 3 categories.
An economist studying inflation in electricity prices in 2018 and 2019 believes that the average price of electricity, even after adjusting for inflation, changed between these two years. To test his claim, he samples 9 different counties and records the average price of electricity in each county from each year. He then adjusts the prices for inflation. His results are given in the following table. Test the economist’s claim at the 0.10 level of significance assuming that the population distribution of the paired differences is approximately normal. Let prices in 2018 be Population 1 and prices in 2019 be Population 2. Average Residential Retail Prices of Electricity ($/kWh) 2018 2019 19.99 18.65 15.30 17.29 14.40 16.17 17.31 18.68 12.85 13.53 12.41 13.11 14.74 13.13 19.15 19.36 11.84 13.69 Step 3 of 3 : Draw a conclusion and interpret the decision. 1. We fail to reject the null hypothesis and conclude that there is insufficent evidence at a…
Parts b, c, and d only please.
The table below lists measured amounts of redshift and the distances (billions of light-years) to randomly selected astronomical objects. Find the (a) explained variation, (b) unexplained variation, and (c) indicated prediction interval. There is sufficient evidence to support a claim of a linear correlation, so it is reasonable to use the regression equation when making predictions. For the prediction interval, use a 90% confidence level with a redshift of 0.0126. Redshift Distance 0.0238 0.31 a. Find the explained variation. 0.0543 0.74 (Round to six decimal places as needed.) b. Find the unexplained variation. (Round to six decimal places as needed.) c. Find the indicated prediction interval. 0.0722 1.02 billion light-years
An economist studying inflation in electricity prices in 2018 and 2019 believes that the average price of electricity, even after adjusting for inflation, changed between these two years. To test his claim, he samples 9 different counties and records the average price of electricity in each county from each year. He then adjusts the prices for inflation. His results are given in the following table. Test the economist’s claim at the 0.05 level of significance assuming that the population distribution of the paired differences is approximately normal. Let prices in 2018 be Population 1 and prices in 2019 be Population 2. Average Residential Retail Prices of Electricity ($/kWh) 2018 2019 19.32 18.19 15.00 13.69 11.20 12.72 14.48 14.51 14.15 12.23 19.17 17.21 13.13 11.29 17.62 15.89 19.06 17.71 Step 1 of 3: State the null and alternative hypotheses for the test. Fill in the blank below Step 2 of 3: Compute the value of the test statistic. Round your…
e 14-25. A car hire firm has two cars which it hires out day by day. The number of demands for a car on each day is distributed as a Poisson variate with mean 1-5. Calculate the proportion of days on which (i) Neither car is used (ii) Some demand is refused.
Part A of question one asks for the variance (sigma squared), not the equation of regression line. Is the variance 2.79 as I listed on my answer sheet? Maybe my image didn't go through, but I already had the answer to subparts B and C to the question, which you list as #2 and #3. But I need help with parts D, E, and F. I have the following answers for D. d. Y hat (fitted value = 426.46), with residual of -1.62. e. r squared value = 1.00 g. 99% confidence interval = (-11.63, -1.05) Thanks thanks
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