Introduction to Statistics and Data Analysis
Introduction to Statistics and Data Analysis
5th Edition
ISBN: 9781305115347
Author: Roxy Peck; Chris Olsen; Jay L. Devore
Publisher: Brooks Cole
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Chapter 1.3, Problem 8E

A consumer group conducts crash tests of new model cars. To determine the severity of damage to 2019 Toyota Camrys resulting from a 10-mph crash into a concrete wall, the research group tests six cars of this type and assesses the amount of damage. Describe the population and the sample for this problem.

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Consider an MA(6) model with θ1 = 0.5, θ2 = −25, θ3 = 0.125, θ4 = −0.0625, θ5 = 0.03125, and θ6 = −0.015625. Find a much simpler model that has nearly the same ψ-weights.
Let {Yt} be an AR(2) process of the special form Yt = φ2Yt − 2 + et. Use first principles to find the range of values of φ2 for which the process is stationary.
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).

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Introduction to Statistics and Data Analysis

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