Which i) ii) iii) iv) = of the following are characteristics of a stochastic process Yt It has constant mean and variance It contains trend component It crosses its mean value frequently It is stationary in first difference form
Which i) ii) iii) iv) = of the following are characteristics of a stochastic process Yt It has constant mean and variance It contains trend component It crosses its mean value frequently It is stationary in first difference form
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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Transcribed Image Text:11. Which of the following are characteristics of a stochastic process Y₁ = ut ; ut~IID(0,0²)
i)
It has constant mean and variance
ii)
It contains trend component
iii)
It crosses its mean value frequently
It is stationary in first difference form
iv)
a) (i) and (iii) only
b) (ii) and (iv) only
c) (i), (iii), and (iv) only
d) (i), (ii), (iii), and (iv)
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