MATLAB: A Practical Introduction to Programming and Problem Solving
MATLAB: A Practical Introduction to Programming and Problem Solving
5th Edition
ISBN: 9780128163450
Author: ATTAWAY
Publisher: ELSEVIER
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Chapter 2, Problem 15E
To determine

To create:

A 2×4 matrix variable mat. Replace the first row with 1:4. Replace the third column (you decide with which values).

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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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