Question OneYou are given the MA (3) process as follows;Yt = μ + &t - α₁&t-1 - α₂&t-2 - α3 Et-3where & is a white noise error term withE(&) = 0- (0%)(o, fort=s(0, fort #sE(દદ) ==a). Determine the following characteristics:(i) Mathematical expectation (the Mean)(ii) The Variance - Covariances(iii) The Correlations and by mathematical induction give the general correlationformula.

The process: White noise error term

Answered: Question One You are given the MA (3)…

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 1c needed
Two computer companies are offering new software to universities. Let X and Y denote the number of software installed in three major universities by these two companies. Suppose that the variance of X is 539, the variance of Yis 754, and the covariance of X and Yis 183.50. a) Calculate the correlation coefficient (p) Select one: a. 0.287 b. 0.857 c. None of the answers d. 0.928
Suppose that the correlation coefficient ρ between two random variables has been found in an experiment to be zero. Which of the following is NOT TRUE?
Imagine a family member looks over your shoulder as you look at the variance equation Σki=1(xi − μ)2P(X = xi) and asks why the P(X = xi) term is there. What would you say?
4
Example 19: Refer to the following data for computing betas for: I) Security X, 2) Security Y, 3) For an equally weighted portfolio of securities X and Y. Correlation Coefficients i with Market Security i Standard Deviation of i 0.5 0.25 Y 0.3 0.30 2 E (Rm)=0.12, T=0.05, =0.01
13. STATEMENTS FIRST: CORRELATION CAN BE USED TO DETERMINE THE DEGREE OF RELATIONSHIP BETWEEN VARIABLES SECOND: COEFFICIENT CORRELATION RANGES FROM 0-1A. IF BOTH STATEMENTS ARE TRUEB. IF BOTH STATEMENTS ARE FALSEC. IF THE FIRST IS TRUE AND THE SECOND IS FALSED. IF THE FIRST IS FALSE AND THE SECOND IS TRUE 14. STATEMENTS FIRST; STANDARD DEVIATION IS THE SQUARE ROOT OF THE VARIANCE SECOND: DISPERSION GIVES US THE IDEA OF THE DEGREE OF SCATTERING OF THE DATA IN THE DISTRIBUTION A. IF BOTH STATEMENTS ARE TRUEB. IF BOTH STATEMENTS ARE FALSEC. IF THE FIRST IS TRUE AND THE SECOND IS FALSED. IF THE FIRST IS FALSE AND THE SECOND IS TRUE 15. CHARACTERISTICS OF THE NORMAL CURVEI. CURVE IS ASYMMETRICAL ABOUT MEANII. TAILS OF THE NORMAL CURVE ARE ASYMPTOTIC RELATIVE TO THE HORIZONTAL LINEIII. TOTAL AREA UNDER THE NORMAL CURVE IS EQUAL TO 1IV. NORMAL CURVE ARE SUBDIVIDED INTO THE THREE STANDARD DEVIATION A. I, II, AND III ONLYB. II, III, AND IV ONLYC. I, II, III, AND IVD. I, II, AND IV ONLYE. I,…
A barangay captain claims that at least 25% of the residents in his barangay have household pets. To test this claim a researcher randomly selected a sample of 50 residents and find that 13 of them do have pets. What can you conclude at 0.10 level of significance.
Consider a regression analysis with n= 51 and four potential independent variables. Suppose that one of the independent variables has a correlation of 0.49 with the dependent variable. Does this imply that this independent variable will have a very small Student's t statistic in the regression analysis with all four predictor variables? Choose all that apply. A. The correlation between the independent variable and the dependent variable could result in a very small Student's t statistic as the correlation creates a high variance. B. Correlation between the independent variable and the dependent variable is not necessarily evidence of a small Student's t statistic. C. A high correlation among the independent variables could result in a very small Student's t statistic as the correlation increases the coefficient standard errors. D. Correlation between the independent variable and the dependent variable is evidence of a small Student's t statistic.
Child Health and Development Studies (CHDS) has been collecting data about expectant mothers in Oakland, CA since 1959. One of the measurements taken by CHDS is the weight increase (in pounds) for expectant mothers in the second trimester. In a fictitious study, suppose that CHDS finds the average weight increase in the second trimester is 14 pounds. Suppose also that, in 2015, a random sample of 40 expectant mothers have mean weight increase of 15.8 pounds in the second trimester, with a standard deviation of 6.2 pounds. A hypothesis test is done to see if there is evidence that weight increase in the second trimester is greater than 14 pounds. Find the p-value for the hypothesis test. The p-value should be rounded to 4 decimal places.
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
You are interested in the effect of school spending (measured in dollars per student) on test scores (in points) for elementary school students. In a large random sample of data, you find for every additional $100 spent per student test scores increase by 10 points, on average holding other factors constant. Furthermore, the covariance between spending and test scores is 250.00 and the variance of test scores is 49.00. What is the R2 from the OLS regression of test scores on spending? I was not given a regression equation or any other data.

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