Mr. Tan built an ARIMA model to fit the price of fund XYZ. The parameter estimates he obtained are shown in below. Write down the ARIMA model, and predict the fund price for the next period if the current price is 21.6463.

Mr. Tan built an ARIMA model to fit the price of fund XYZ. The parameter estimates he obtained are shown in below. Write down the ARIMA model, and predict the fund price for the next period if the current price is 21.6463.

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Related questions

Q: 5. Your firm produces car oil-pan gaskets. The machine used typically produces 98% (.98) that are…

A: 5. The null and alternative hypotheses need to be tested: Ho: p = 0.02Ho:p=0.02 Ha: p &gt;…

Q: a trader usually buys two kinds of rice 60 kg head rice at a price of Rp. 7,000.00 per kg and 40 kg…

A: Given a trader buys two kinds of rice 60 kg head rice at Rp. 7000 per kg and 40 kg of organic rice…

Q: Discuss two limitations of relying on a margin of safety when predicting future sales. Would you…

A: The margin of safety is a financial metric that measures the difference between the actual sales and…

Q: - The management has decided to hire a new marketing director. Based on the table given and the…

A: Your answer is given below as.Explanation:To determine if increasing the sales amounts in hundreds…

Q: As part of a class project, a statistics student conjectures that the internet has caused companies…

A: Confounding variables in a study are the unmeasured variables which impact the cause and effect…

Q: A regional rail company wants to reduce its delays. Presently, 70 percent of the trainsarrive on…

A: Option A is correct.

Q: Brown's, a local bakery, is worried about increased costs particularly energy. Last year's records…

A: Given the following data:Last Year:Production (dozen): 1,500Labor (hours): 350Capital Investment…

Q: The Organization for Economic Cooperation and Development (OECD) consists of 20 industrialized…

Q: The Capital Asset Price Model (CAPM) is a financial model that attempts to predict the rate of…

A: Given:- The Capital Asset Price Model (CAPM) is a financial model that attempts to predict…

Q: What is the most effective method for predicting future stock prices based on historical data, and…

Q: Approaching the month of Ramadan, PT Prima Sehat predicts that there will be an increase in demand…

A: Let’s denote the company PT Prima Sehat as PT.The raw materials for animal feed are suspects and…

Q: Company XYZ needs to predict the sales for each season for coming year - Season 1, 2 & 3. The…

A: We are given that the company XYZ needs to predict the sales for each season for coming year -…

Q: Evaluate the Paasche Price index for 2020 using 2010 as the base year for the above data. A. 117.7…

Q: What is the Equilibrium Price (Rs) and quantity (units) demanded for X on the market? Use a diagram…

A: Here is the diagram of supply and demand:

Q: initial investm The minimum wage has been rising steadily since 1970. The line y = 0.14x +1.83…

Q: Explain the theory behind the supply function

A: Solution The relationship between the quantities supplied and the determinants of supply is called…

Q: Nominal income refers to an income value that is not adjusted for inflation. Real income adjusts the…

A: Given:Mean = $68,533Standard Deviation = $23,480a. To find the probability that an individual in…

Q: Use the diagram at the right for Exercises 11-18. 11. mME = 12. mMET %3D 13. mMI =

A: “Since you have posted a question with multiple sub-parts, we will solve first three sub-parts for…

Q: You are a public relations advisor for local firefighters who are threatening to strike on the…

A: From the given information we find the correct solution.

Q: A machine that costs $2061, has a life of 10 years and no scrap value. If money worth 10% then the…

A: According to question given thatMachine cost (FC)=$2061Life=10 yearsScrap Value(SV)=0i=10%=0.10

Q: hpw to calculate the equilibrium price and quantity

Q: Farfetch announces a positive surprise with respect to earnings on March 1. On that same day, the…

A: Yes, this is consistent with the concept of market efficiency. The semi-strong form of market…

Q: units are unsold at the end of the day, the s approximately normally distributed with = μ (a) What…

A: Given Mean =150 Standard deviation =30 I have solve option C

Q: Several years ago the Faculty of Agricultural students participated in a study a U.S. college was…

A: Solution: The data set is given.

Q: an inventor had developed a system that allows visitors to museums, zoos and other attractions to…

A: Given information: P0=0.10x=48Sample size(n)=400Level of significance (α)=0.05 Find: To test the…

Q: The Equilibrium Price is $19 is wrong

Q: (b) Suppose house selling prices are changed from dollars to thousands of dollars. Find the new…

A: Option (c) is right. If we change Y^ from dollars to thousands dollars then we'll divide the right…

Q: see the question's as attached here

A: Given : First-year spending = $200 million Second-year spending = 60% of first-year Third-year…

Q: The price elasticity of supply for bananas is 0.2. If the price rises by 5%, what will happen to the…

A: Price elasticity of supply= (% change in quantity supplied)/ (% change in price)

Q: SExample 19.15. From the following tablė of yearly ncies maturing guinquenial ages, estimate the…

Q: If the expected return on the market is 8% and the risk free rate is 4% and the expected return is…

A: Expected return on the market=8% Risk free rate = 4% Expected return= 12% Market risk premium=?

Q: Consider the basic macroeconomic model: Y=C+I and C = a + by where Y is GDP, C is consumtion and I…

Q: f. Calculate the equilibrium price and quantity for Windies jerseys.

A: I am going to solve the problem by using some simple algebra to get the required result of the given…

Q: Company ABC has the following information. Please calculate the Z-core for 2021 and 2022 and provide…

A: Given information: The values of X1, X2, X3, X4, and X5 for years 2021 and 2022 are given.

Question

Mr. Tan built an ARIMA model to fit the price of fund XYZ. The parameter
estimates he obtained are shown in below. Write down the ARIMA model, and
predict the fund price for the next period if the current price is 21.6463.

Mr. Tan built an ARIMA model to fit the price of fund XYZ. The parameter
estimates he obtained are shown in Table 2-1. Write down the ARIMA model, and
predict the fund price for the next period if the current price is 21.6463.
Table 2-1: Parameter estimates
Parameter Coefficient
AR 1
SE
t
P
0.5486
0.0845
6.49
0.000
Constant
9.0295
0.6082
14.85
0.000

Expert Solution

This question has been solved!

Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.

SEE SOLUTION Check out a sample Q&A here

Step 1

VIEW

Step 2

VIEW

Step 3

VIEW

Step by step

Solved in 3 steps with 1 images

SEE SOLUTION Check out a sample Q&A here

Similar questions

Provide intuition for the asset pricing equation: P Et (M+1 Xt+1) where M is the stochastic discount factor and X is tomorrow's return on the asset. Calculus is not required but you should provide graphical intuition.
Calculate the following: / Bereken die volgende: 4. 3 E3! - 3Ex2 = %3D2 - ? k=1 Answer:
- (X A Acellus- The Science of Learning X admin120.acellus.com/StudentFunctions/Interface/acellus_engine.html?ClassID=600699069 Gis space cadet a shade of yellow X e omestic Product 10 + The GDP in Brazil is $2.05 trillion. The rate of inflation is 2.5%. If the population of Brazil is 207,833,000, find the per capita GDP in this country. --2023 International Academy of Science. All Rights Reserved. =/Interface/acellus_engine.html?ClassID=600699069# per capita GDP = $ [?] Round to the nearest hundredth. 6 Enter 90°F SL
In order for a family living in the city to qualify for free health insurance with the program, the family’s annual income must be less than the maximum level . In 2016, the Maximum level of a three person family was $32,244 and the maximum level of a 7% family was $57,348. find the approximate rate of change of maximum income level with respect to family size.
Compute the NPV statistic for Project Y if the appropriate cost of capital is 12 percent. (Negative amount should be indicated by a minus sign. Do not round intermediate calculations and round your final answer to 2 decimal places.) Project Y Time: 1 2 3 4 Cash flow: -$8,000 $3,350 $4,180 $1,520 $300
The Organization for Economic Cooperation and Development (OECD) consists of 20 industrialized countries. For these nations, the prediction equation relating y = child poverty rate (in percentage points) to x = social expenditure as a percentage of gross domestic product (GDP) is = 22-1.3x. In 2000, the actual child poverty rate ranged from 2.8% (in Finland) to 21.9% (in the U.S.). Social expenditure as a percentage of GDP ranged from 2% (in the United States) to 16% (in Denmark). What is the value of the y-intercept (a) estimated in the linear prediction equation provided above (= 22-1.3x)? Also, interpret the y-intercept. y-intercept: Interpretation of y-intercept:
How does time-period or length of run affects the behavior of the supply function?