Numerical Methods
Numerical Methods
4th Edition
ISBN: 9780495114765
Author: J. Douglas Faires, BURDEN
Publisher: Cengage Learning
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Chapter 1.3, Problem 9E

a)

To determine

To show: that both given formulas are algebraically correct.

b)

To determine

To compute: the x intercept both ways.

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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).
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
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