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Suppose a time series of size 50 follows x₁ = μ+Z₁-Z₁-₁ process, where z, ~ WN(μ,1), [1, k = 0 1 2 [20², k = 0 X = 0.157, k=-0²₂, k = 1 0 otherwise and Pk = k = 1 otherwise (a) Calculate the variance of the estimated mean for {x,}. (b) Construct an approximate 99% confidence interval for u. (c) Are the data computable with the hypothesis that μ = 0? (d) Justify your answer in part (c).

Suppose a time series of size 50 follows x₁ = μ+Z₁-Z₁-₁ process, where z, ~ WN(μ,1), [1, k = 0 1 2 [20², k = 0 X = 0.157, k=-0²₂, k = 1 0 otherwise and Pk = k = 1 otherwise (a) Calculate the variance of the estimated mean for {x,}. (b) Construct an approximate 99% confidence interval for u. (c) Are the data computable with the hypothesis that μ = 0? (d) Justify your answer in part (c).

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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Suppose a time series of size 50 follows x₁ = μ+Z₁-Z₁-₁ process, where z, ~ WN(µ,1), [1, k = 0 1 2 [20², k = 0 X = 0.157, k=-0², k = 1 0 otherwise and Pk = k = 1 otherwise (a) Calculate the variance of the estimated mean for {x}. (b) Construct an approximate 99% confidence interval for u. (c) Are the data computable with the hypothesis that μ = 0? (d) Justify your answer in part (c).
Transcribed Image Text:Suppose a time series of size 50 follows x₁ = μ+Z₁-Z₁-₁ process, where z, ~ WN(µ,1), [1, k = 0 1 2 [20², k = 0 X = 0.157, k=-0², k = 1 0 otherwise and Pk = k = 1 otherwise (a) Calculate the variance of the estimated mean for {x}. (b) Construct an approximate 99% confidence interval for u. (c) Are the data computable with the hypothesis that μ = 0? (d) Justify your answer in part (c).
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