ESSEN OF BUSINESS ANALYTICS (LL)  BOM
ESSEN OF BUSINESS ANALYTICS (LL) BOM
2nd Edition
ISBN: 9781337128629
Author: Camm
Publisher: CENGAGE L
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Chapter 5, Problem 34P

a.

To determine

Obtain the formula for P(xx0).

b.

To determine

Obtain P(x2).

c.

To determine

Obtain P(x3).

d.

To determine

Obtain P(x5).

e.

To determine

Obtain P(2x5).

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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.
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ESSEN OF BUSINESS ANALYTICS (LL) BOM

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