Numerical Methods
Numerical Methods
4th Edition
ISBN: 9780495114765
Author: J. Douglas Faires, BURDEN
Publisher: Cengage Learning
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Chapter 1.3, Problem 6E
To determine

Calculate the given computations using four-digit chopping arithmetic.

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Describe the important characteristics of the autocorrelation function for the following models: (a) MA(1), (b) MA(2), (c) AR(1), (d) AR(2), and (e) ARMA(1,1).
a) prove that if (x) is increasing then (x~) is bounded below and prove if (is decrasing then (xn) is bounded above- 6) If Xn is bounded and monotone then (Xa) is Convergent. In particular. i) if (xn) is bounded above and incrasing then lim xn = sups xn: ne№3 n700 ii) if (X) is bounded below and decrasing then I'm Xn = inf\x₂,neN} 4500 143
5. Consider the following vectors 0.1 3.2 -0-0-0 = 5.4 6.0 = z= 3 0.1 For each of exercises a-e, either compute the desired quantity by hand with work shown or explain why the desired quantity is not defined. (a) 10x (b) 10-27 (c) J+Z (d) (x, y) (e) (x, z)
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