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QUESTION 1 Time series model x, = 5-0.6x +z, , where z, - IID(0,2.25). Use the given model to find distribution of x, (show all your calculations). QUESTION 2

QUESTION 1 Time series model x, = 5-0.6x +z, , where z, - IID(0,2.25). Use the given model to find distribution of x, (show all your calculations). QUESTION 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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QUESTION 1 Time series model x, = 5-0.6x,1 +z, , where z, - IID(0,2.25). Use the given model to find distribution of x, (show all your calculations). QUESTION 2 Consider the ARMA(1.1) model (x, – 4)–4(x-1 - 4) = z, – 0, z,-1 , where z, - WN (0,0) and lal<1. Find the autocorrelation functions (ACF) for process x,.
Transcribed Image Text:QUESTION 1 Time series model x, = 5-0.6x,1 +z, , where z, - IID(0,2.25). Use the given model to find distribution of x, (show all your calculations). QUESTION 2 Consider the ARMA(1.1) model (x, – 4)–4(x-1 - 4) = z, – 0, z,-1 , where z, - WN (0,0) and lal<1. Find the autocorrelation functions (ACF) for process x,.
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