EBK COLLEGE ALGEBRA IN CONTEXT
5th Edition
ISBN: 8220102019737
Author: YOCCO
Publisher: PEARSON
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Chapter 6.5, Problem 34E
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To solve: The equation
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Module Code: MATH380202
3. (a) Let {} be a white noise process with variance σ2.
Define an ARMA(p,q) process {X} in terms of {+} and state (without proof)
conditions for {X} to be (i) weakly stationary and (ii) invertible.
Define what is meant by an ARIMA (p, d, q) process. Let {Y} be such an ARIMA(p, d, q)
process and show how it can also be represented as an ARMA process, giving the
AR and MA orders of this representation.
(b) The following tables show the first nine sample autocorrelations and partial auto-
correlations of X and Y₁ = VX+ for a series of n = 1095 observations. (Notice
that the notation in this part has no relationship with the notation in part (a) of
this question.)
Identify a model for this time series and obtain preliminary estimates for the pa-
rameters of your model.
X₁
= 15.51, s² = 317.43.
k
1
2
3
4
5
6
7
Pk
0.981
0.974
0.968
akk 0.981 0.327
8
9
0.927
0.963 0.957 0.951 0.943 0.935
0.121 0.104 0.000 0.014 -0.067 -0.068 -0.012
Y₁ = VX : y = 0.03, s² = 11.48.
k
1…
Let G be a graph with n ≥ 2 vertices x1, x2, . . . , xn, and let A be the adjacency matrixof G. Prove that if G is connected, then every entry in the matrix A^n−1 + A^nis positive.
Module Code: MATH380202
1. (a) Define the terms "strongly stationary" and "weakly stationary".
Let {X} be a stochastic process defined for all t € Z. Assuming that {X+} is
weakly stationary, define the autocorrelation function (acf) Pk, for lag k.
What conditions must a process {X+) satisfy for it to be white noise?
(b) Let N(0, 1) for t€ Z, with the {+} being mutually independent. Which of
the following processes {X+} are weakly stationary for t> 0? Briefly justify your
answers.
i. Xt for all > 0.
ii. Xo~N(0,) and X₁ = 2X+-1+ &t for t > 0.
(c) Provide an expression for estimating the autocovariance function for a sample
X1,..., X believed to be from a weakly stationary process. How is the autocor-
relation function Pk then estimated, and a correlogram (or acf plot) constructed?
(d) Consider the weakly stationary stochastic process ✗+ = + + +-1+ +-2 where
{E} is a white noise process with variance 1. Compute the population autocorre-
lation function Pk for all k = 0, 1, ....
Chapter 6 Solutions
EBK COLLEGE ALGEBRA IN CONTEXT
Ch. 6.1 - Graph the function h(x) = 3x3 + 5x2 x 10 on the...Ch. 6.1 - Graph the function f(x) = 2x3 3x2 6x on the...Ch. 6.1 - Prob. 3ECh. 6.1 - Prob. 4ECh. 6.1 - Prob. 5ECh. 6.1 - Prob. 6ECh. 6.1 - Prob. 7ECh. 6.1 - Prob. 8ECh. 6.1 - Prob. 9ECh. 6.1 - Prob. 10E
Ch. 6.1 - Prob. 11ECh. 6.1 - Prob. 12ECh. 6.1 - Prob. 13ECh. 6.1 - Prob. 14ECh. 6.1 - Prob. 15ECh. 6.1 - For Exercises 1116, match the polynomial function...Ch. 6.1 - For Exercises 1720, use the equation of the...Ch. 6.1 - Prob. 18ECh. 6.1 - Prob. 19ECh. 6.1 - Prob. 20ECh. 6.1 - Prob. 21ECh. 6.1 - Prob. 22ECh. 6.1 - Prob. 23ECh. 6.1 - Prob. 24ECh. 6.1 - Prob. 25ECh. 6.1 - Prob. 26ECh. 6.1 - Prob. 27ECh. 6.1 - Prob. 28ECh. 6.1 - Prob. 29ECh. 6.1 - Prob. 30ECh. 6.1 - Prob. 31ECh. 6.1 - Sketch a graph of any cubic polynomial function...Ch. 6.1 - Prob. 33ECh. 6.1 - Prob. 34ECh. 6.1 - Prob. 35ECh. 6.1 - Prob. 36ECh. 6.1 - Prob. 37ECh. 6.1 - Prob. 38ECh. 6.1 - Daily Revenue The daily revenue in dollars from...Ch. 6.1 - Prob. 40ECh. 6.1 - Prob. 41ECh. 6.1 - Prob. 42ECh. 6.1 - Starbucks Using data from 2005 and projected to...Ch. 6.1 - Prob. 44ECh. 6.1 - Prob. 45ECh. 6.1 - Prob. 46ECh. 6.1 - Prob. 47ECh. 6.1 - Salaries The median salary for male workers, in...Ch. 6.1 - Prob. 49ECh. 6.1 - Prob. 50ECh. 6.2 - Find the cubic function that models the data in...Ch. 6.2 - Find the cubic function that is the best fit for...Ch. 6.2 - Prob. 3ECh. 6.2 - Find the quartic function that is the best fit for...Ch. 6.2 - Prob. 5ECh. 6.2 - a. Make a scatter plot of the data in the table...Ch. 6.2 - Prob. 7ECh. 6.2 - a. Find a cubic function that models the data in...Ch. 6.2 - Prob. 9ECh. 6.2 - a. Graph each of the functions found in Exercise 9...Ch. 6.2 - Prob. 11ECh. 6.2 - Prob. 12ECh. 6.2 - Prob. 13ECh. 6.2 - Prob. 14ECh. 6.2 - Prob. 15ECh. 6.2 - Find the cubic function that is the best fit for...Ch. 6.2 - Use unrounded models for graphing and calculations...Ch. 6.2 - Use unrounded models for graphing and calculations...Ch. 6.2 - Prob. 19ECh. 6.2 - Prob. 20ECh. 6.2 - Median Age at First Marriage (Source: U.S. Census...Ch. 6.2 - Prob. 22ECh. 6.2 - Prob. 23ECh. 6.2 - Inflation Rate The annual changes in the consumer...Ch. 6.2 - Elderly Men in the Workforce The table below gives...Ch. 6.2 - Prob. 26ECh. 6.2 - Prob. 27ECh. 6.2 - Consumer Prices The data in the table give the...Ch. 6.2 - Federal Tax Per Capita The table gives the amount...Ch. 6.2 - Japanese Economy The economy of Japan is the third...Ch. 6.2 - Women in the Workforce The following table gives...Ch. 6.2 - Homicide Rates The table gives the U.S. homicide...Ch. 6.2 - Prob. 33ECh. 6.2 - Prob. 34ECh. 6.2 - Prob. 35ECh. 6.2 - Union Membership The table on the next page gives...Ch. 6.2 - Prob. 37ECh. 6.2 - Medicaid The numbers of thousands of people...Ch. 6.3 - Prob. 1ECh. 6.3 - Prob. 2ECh. 6.3 - Prob. 3ECh. 6.3 - Prob. 4ECh. 6.3 - Prob. 5ECh. 6.3 - Prob. 6ECh. 6.3 - Prob. 7ECh. 6.3 - Prob. 8ECh. 6.3 - Prob. 9ECh. 6.3 - Prob. 10ECh. 6.3 - Prob. 11ECh. 6.3 - Prob. 12ECh. 6.3 - Prob. 13ECh. 6.3 - Prob. 14ECh. 6.3 - Prob. 15ECh. 6.3 - Prob. 16ECh. 6.3 - Prob. 17ECh. 6.3 - Prob. 18ECh. 6.3 - Prob. 19ECh. 6.3 - Prob. 20ECh. 6.3 - Prob. 21ECh. 6.3 - Prob. 22ECh. 6.3 - Prob. 23ECh. 6.3 - Prob. 24ECh. 6.3 - Prob. 25ECh. 6.3 - Prob. 26ECh. 6.3 - Prob. 27ECh. 6.3 - Prob. 28ECh. 6.3 - Prob. 29ECh. 6.3 - Prob. 30ECh. 6.3 - Prob. 31ECh. 6.3 - Prob. 32ECh. 6.3 - Prob. 33ECh. 6.3 - Prob. 34ECh. 6.3 - Prob. 35ECh. 6.3 - Prob. 36ECh. 6.3 - Prob. 37ECh. 6.3 - Prob. 38ECh. 6.3 - Constructing a Box A box can be formed by cutting...Ch. 6.3 - Prob. 40ECh. 6.3 - Prob. 41ECh. 6.3 - Prob. 42ECh. 6.3 - Prob. 43ECh. 6.3 - Prob. 44ECh. 6.3 - Prob. 45ECh. 6.3 - Prob. 46ECh. 6.3 - Prob. 47ECh. 6.3 - Prob. 48ECh. 6.3 - Prob. 49ECh. 6.3 - Prob. 50ECh. 6.4 - In Exercises 14, use synthetic division to find...Ch. 6.4 - Prob. 2ECh. 6.4 - Prob. 3ECh. 6.4 - Prob. 4ECh. 6.4 - Prob. 5ECh. 6.4 - Prob. 6ECh. 6.4 - Prob. 7ECh. 6.4 - Prob. 8ECh. 6.4 - Prob. 9ECh. 6.4 - Prob. 10ECh. 6.4 - Prob. 11ECh. 6.4 - Prob. 12ECh. 6.4 - Prob. 13ECh. 6.4 - Prob. 14ECh. 6.4 - In Exercises 1316, find one solution graphically...Ch. 6.4 - Prob. 16ECh. 6.4 - Prob. 17ECh. 6.4 - Prob. 18ECh. 6.4 - Prob. 19ECh. 6.4 - Prob. 20ECh. 6.4 - Prob. 21ECh. 6.4 - Prob. 22ECh. 6.4 - Prob. 23ECh. 6.4 - In Exercises 2124, find all rational zeros of the...Ch. 6.4 - Prob. 25ECh. 6.4 - Prob. 26ECh. 6.4 - Prob. 27ECh. 6.4 - Solve each of the equations in Exercises 2530...Ch. 6.4 - Prob. 29ECh. 6.4 - Prob. 30ECh. 6.4 - Prob. 31ECh. 6.4 - In Exercises 3136, use synthetic division and...Ch. 6.4 - Prob. 33ECh. 6.4 - Prob. 34ECh. 6.4 - Prob. 35ECh. 6.4 - Prob. 36ECh. 6.4 - Drunk Driving Crashes Suppose the total number of...Ch. 6.4 - Prob. 38ECh. 6.4 - Prob. 39ECh. 6.4 - Births The number of births to females in the...Ch. 6.4 - Prob. 41ECh. 6.4 - Personal Savings The model y = 0.000447x3 ...Ch. 6.5 - Give the equations of any (a) vertical and (b)...Ch. 6.5 - Prob. 2ECh. 6.5 - Prob. 3ECh. 6.5 - Prob. 4ECh. 6.5 - Prob. 5ECh. 6.5 - Prob. 6ECh. 6.5 - Prob. 7ECh. 6.5 - Prob. 8ECh. 6.5 - Prob. 9ECh. 6.5 - Prob. 10ECh. 6.5 - Prob. 11ECh. 6.5 - Prob. 12ECh. 6.5 - Prob. 13ECh. 6.5 - Prob. 14ECh. 6.5 - Prob. 15ECh. 6.5 - Prob. 16ECh. 6.5 - Prob. 17ECh. 6.5 - Prob. 18ECh. 6.5 - Prob. 19ECh. 6.5 - Prob. 20ECh. 6.5 - Prob. 21ECh. 6.5 - Prob. 22ECh. 6.5 - Prob. 23ECh. 6.5 - Prob. 24ECh. 6.5 - Prob. 25ECh. 6.5 - Prob. 26ECh. 6.5 - Prob. 27ECh. 6.5 - Prob. 28ECh. 6.5 - Prob. 29ECh. 6.5 - Prob. 30ECh. 6.5 - Prob. 31ECh. 6.5 - Prob. 32ECh. 6.5 - Prob. 33ECh. 6.5 - Prob. 34ECh. 6.5 - Prob. 35ECh. 6.5 - Prob. 36ECh. 6.5 - Prob. 37ECh. 6.5 - Prob. 38ECh. 6.5 - Prob. 39ECh. 6.5 - Prob. 40ECh. 6.5 - Prob. 41ECh. 6.5 - Average Cost The average cost per unit for the...Ch. 6.5 - Prob. 43ECh. 6.5 - Prob. 44ECh. 6.5 - Prob. 45ECh. 6.5 - Prob. 46ECh. 6.5 - Prob. 47ECh. 6.5 - Prob. 48ECh. 6.5 - Prob. 49ECh. 6.5 - Prob. 50ECh. 6.5 - Prob. 51ECh. 6.5 - Prob. 52ECh. 6.5 - Prob. 53ECh. 6.5 - Prob. 54ECh. 6.5 - Age at First Marriage The table that follows shows...Ch. 6.5 - Fences Suppose that a rectangular field is to have...Ch. 6.5 - Prob. 57ECh. 6.5 - Prob. 58ECh. 6.6 - Prob. 1ECh. 6.6 - Prob. 2ECh. 6.6 - Prob. 3ECh. 6.6 - Prob. 4ECh. 6.6 - In Exercises 116, use algebraic and/or graphical...Ch. 6.6 - Prob. 6ECh. 6.6 - Prob. 7ECh. 6.6 - Prob. 8ECh. 6.6 - Prob. 9ECh. 6.6 - Prob. 10ECh. 6.6 - Prob. 11ECh. 6.6 - Prob. 12ECh. 6.6 - Prob. 13ECh. 6.6 - Prob. 14ECh. 6.6 - Prob. 15ECh. 6.6 - Prob. 16ECh. 6.6 - For Exercises 1720, use the graph of y = f(x) to...Ch. 6.6 - Prob. 18ECh. 6.6 - Prob. 19ECh. 6.6 - Prob. 20ECh. 6.6 - Prob. 21ECh. 6.6 - Prob. 22ECh. 6.6 - Prob. 23ECh. 6.6 - Prob. 24ECh. 6.6 - Prob. 25ECh. 6.6 - Combine factoring with graphical and/or numerical...Ch. 6.6 - Prob. 27ECh. 6.6 - 28. Average Cost The average cost per set for the...Ch. 6.6 - Prob. 29ECh. 6.6 - Prob. 30ECh. 6.6 - Prob. 31ECh. 6.6 - Prob. 32ECh. 6.6 - Prob. 33ECh. 6.6 - Prob. 34ECh. 6.6 - Population Suppose the number of employees of a...Ch. 6 - For Exercises 14, (a) give the degree of the...Ch. 6 - For Exercises 14, (a) give the degree of the...Ch. 6 - Prob. 3TECh. 6 - Prob. 4TECh. 6 - Prob. 5TECh. 6 - Prob. 6TECh. 6 - Prob. 7TECh. 6 - Prob. 8TECh. 6 - Prob. 9TECh. 6 - Prob. 10TECh. 6 - Prob. 11TECh. 6 - Prob. 12TECh. 6 - Prob. 13TECh. 6 - Prob. 14TECh. 6 - In Exercises 1116, simplify each rational...Ch. 6 - Prob. 16TECh. 6 - Prob. 17TECh. 6 - Prob. 18TECh. 6 - Prob. 19TECh. 6 - Prob. 20TECh. 6 - Prob. 21TECh. 6 - Prob. 22TECh. 6 - Prob. 23TECh. 6 - Prob. 24TECh. 6 - Prob. 25TECh. 6 - Prob. 26TECh. 6 - Prob. 27TECh. 6 - Prob. 28TECh. 6 - Prob. 29TECh. 6 - Prob. 30TECh. 6 - Prob. 31TECh. 6 - Prob. 32TECh. 6 - Prob. 33TECh. 6 - Prob. 34TECh. 6 - Prob. 35TECh. 6 - Prob. 36TECh. 6 - Prob. 37TECh. 6 - Prob. 38TECh. 6 - Prob. 39TECh. 6 - Prob. 40TECh. 6 - In Exercises 3841, perform the long division. 41....Ch. 6 - Prob. 1RECh. 6 - Prob. 2RECh. 6 - Prob. 3RECh. 6 - Prob. 4RECh. 6 - Prob. 5RECh. 6 - Prob. 6RECh. 6 - Prob. 7RECh. 6 - Prob. 8RECh. 6 - Solve x4 x3 20x2 = 0.Ch. 6 - Prob. 10RECh. 6 - Prob. 11RECh. 6 - Prob. 12RECh. 6 - Prob. 13RECh. 6 - Prob. 14RECh. 6 - Prob. 15RECh. 6 - Prob. 16RECh. 6 - Prob. 17RECh. 6 - Prob. 18RECh. 6 - Find one solution of 3x3 x2 12x + 4 = 0...Ch. 6 - Find one solution of 2x3 + 5x2 4x 3 = 0...Ch. 6 - Prob. 21RECh. 6 - Prob. 22RECh. 6 - Prob. 23RECh. 6 - Prob. 24RECh. 6 - Prob. 25RECh. 6 - Prob. 26RECh. 6 - Prob. 27RECh. 6 - Prob. 28RECh. 6 - Prob. 29RECh. 6 - Prob. 30RECh. 6 - Prob. 31RECh. 6 - Prob. 32RECh. 6 - Prob. 33RECh. 6 - Revenue The monthly revenue for a product is given...Ch. 6 - Prob. 35RECh. 6 - Prob. 36RECh. 6 - Prob. 37RECh. 6 - Prob. 38RECh. 6 - Foreign Born Population The table on the following...Ch. 6 - Prob. 40RECh. 6 - Prob. 41RECh. 6 - Break-Even The daily profit in dollars for a...Ch. 6 - Starbucks The table gives the total number of...Ch. 6 - Drugs in the Bloodstream The concentration of a...Ch. 6 - Prob. 45RECh. 6 - Prob. 46RECh. 6 - Prob. 47RECh. 6 - Prob. 48RECh. 6 - Prob. 49RECh. 6 - Prob. 50RECh. 6 - Prob. 51RECh. 6 - Prob. 52RECh. 6 - Prob. 53RECh. 6 - Cost-Benefit The percent p of particulate...
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