Calculus for Business, Economics, Life Sciences, and Social Sciences (13th Edition)
13th Edition
ISBN: 9780321869838
Author: Raymond A. Barnett, Michael R. Ziegler, Karl E. Byleen
Publisher: PEARSON
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Chapter 8.1, Problem 14E
To determine
To find: The exact value of
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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 8 Solutions
Calculus for Business, Economics, Life Sciences, and Social Sciences (13th Edition)
Ch. 8.1 - Find the degree measure of 1 rad.Ch. 8.1 - Prob. 2MPCh. 8.1 - Prob. 3MPCh. 8.1 - Prob. 1EDCh. 8.1 - Prob. 1ECh. 8.1 - In Problems 18, mentally convert each degree...Ch. 8.1 - In Problems 18, mentally convert each degree...Ch. 8.1 - In Problems 18, mentally convert each degree...Ch. 8.1 - In Problems 18, mentally convert each degree...Ch. 8.1 - In Problems 18, mentally convert each degree...
Ch. 8.1 - In Problems 18, mentally convert each degree...Ch. 8.1 - Prob. 8ECh. 8.1 - Prob. 9ECh. 8.1 - Prob. 10ECh. 8.1 - Prob. 11ECh. 8.1 - Prob. 12ECh. 8.1 - Prob. 13ECh. 8.1 - Prob. 14ECh. 8.1 - Prob. 15ECh. 8.1 - Prob. 16ECh. 8.1 - Prob. 17ECh. 8.1 - Prob. 18ECh. 8.1 - Prob. 19ECh. 8.1 - Prob. 20ECh. 8.1 - Prob. 21ECh. 8.1 - Prob. 22ECh. 8.1 - Prob. 23ECh. 8.1 - Prob. 24ECh. 8.1 - Prob. 25ECh. 8.1 - Prob. 26ECh. 8.1 - In Problems 27-42, find the exact value of each...Ch. 8.1 - In Problems 27-42, find the exact value of each...Ch. 8.1 - In Problems 27-42, find the exact value of each...Ch. 8.1 - Prob. 30ECh. 8.1 - In Problems 27-42, find the exact value of each...Ch. 8.1 - In Problems 27-42, find the exact value of each...Ch. 8.1 - Prob. 33ECh. 8.1 - In Problems 27-42, find the exact value of each...Ch. 8.1 - In Problems 27-42, find the exact value of each...Ch. 8.1 - In Problems 27-42, find the exact value of each...Ch. 8.1 - In Problems 27-42, find the exact value of each...Ch. 8.1 - In Problems 27-42, find the exact value of each...Ch. 8.1 - Prob. 39ECh. 8.1 - In Problems 27-42, find the exact value of each...Ch. 8.1 - In Problems 27-42, find the exact value of each...Ch. 8.1 - In Problems 27-42, find the exact value of each...Ch. 8.1 - In Problems 4354, use a calculator in radian or...Ch. 8.1 - In Problems 4354, use a calculator in radian or...Ch. 8.1 - In Problems 4354, use a calculator in radian or...Ch. 8.1 - In Problems 4354, use a calculator in radian or...Ch. 8.1 - In Problems 4354, use a calculator in radian or...Ch. 8.1 - Prob. 48ECh. 8.1 - In Problems 4354, use a calculator in radian or...Ch. 8.1 - Prob. 50ECh. 8.1 - In Problems 4354, use a calculator in radian or...Ch. 8.1 - In Problems 4354, use a calculator in radian or...Ch. 8.1 - In Problems 4354, use a calculator in radian or...Ch. 8.1 - In Problems 4354, use a calculator in radian or...Ch. 8.1 - In Problems 5558, use a graphing calculator set in...Ch. 8.1 - In Problems 5558, use a graphing calculator set in...Ch. 8.1 - In Problems 5558, use a graphing calculator set in...Ch. 8.1 - In Problems 5558, use a graphing calculator set in...Ch. 8.1 - Find the domain of the tangent function.Ch. 8.1 - Find the domain of the cotangent function.Ch. 8.1 - Find the domain of the secant function.Ch. 8.1 - Prob. 62ECh. 8.1 - Explain why the range of the cosecant function is...Ch. 8.1 - Explain why the range of the secant function is...Ch. 8.1 - Explain why the range of the cotangent function is...Ch. 8.1 - Explain why the range of the tangent function is...Ch. 8.1 - Seasonal business cycle. Suppose that profits on...Ch. 8.1 - Seasonal business cycle. Revenues from sales of a...Ch. 8.1 - Prob. 69ECh. 8.1 - Pollution. In a large city, the amount of sulfur...Ch. 8.1 - Prob. 71ECh. 8.2 - Find each of the following derivatives:...Ch. 8.2 - Find the slope of the graph of f(x) = cos x at...Ch. 8.2 - Find ddxcscx.Ch. 8.2 - Suppose that revenues from the sale of ski jackets...Ch. 8.2 - Prob. 1EDCh. 8.2 - In Problems 14, by inspecting a graph of y = sin x...Ch. 8.2 - In Problems 14, by inspecting a graph of y = sin x...Ch. 8.2 - In Problems 14, by inspecting a graph of y = sin x...Ch. 8.2 - Prob. 4ECh. 8.2 - Prob. 5ECh. 8.2 - In Problems 58, by inspecting a graph of y = sin x...Ch. 8.2 - In Problems 58, by inspecting a graph of y = sin x...Ch. 8.2 - In Problems 58, by inspecting a graph of y = sin x...Ch. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Prob. 22ECh. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Find the indicated derivatives in Problems 926....Ch. 8.2 - Prob. 26ECh. 8.2 - Find the slope of the graph of f(x) = sin x at x =...Ch. 8.2 - Find the slope of the graph of f(x) = cos x at x =...Ch. 8.2 - Prob. 29ECh. 8.2 - From the graph of y = f'(x) on the next page,...Ch. 8.2 - Prob. 31ECh. 8.2 - Find the indicated derivatives in Problems 3138....Ch. 8.2 - Find the indicated derivatives in Problems 3138....Ch. 8.2 - Find the indicated derivatives in Problems 3138....Ch. 8.2 - Find the indicated derivatives in Problems 3138....Ch. 8.2 - Find the indicated derivatives in Problems 3138....Ch. 8.2 - Find the indicated derivatives in Problems 3138....Ch. 8.2 - Find the indicated derivatives in Problems 3138....Ch. 8.2 - In Problems 39 and 40, find f(x). 39.f(x) = ex sin...Ch. 8.2 - Prob. 40ECh. 8.2 - In Problems 4146, graph each function on a...Ch. 8.2 - In Problems 4146, graph each function on a...Ch. 8.2 - Prob. 43ECh. 8.2 - In Problems 4146, graph each function on a...Ch. 8.2 - In Problems 4146, graph each function on a...Ch. 8.2 - In Problems 4146, graph each function on a...Ch. 8.2 - Profit. Suppose that profits on the sale of...Ch. 8.2 - Revenue. Revenues from sales of a soft drink over...Ch. 8.2 - Physiology. A normal seated adult inhales and...Ch. 8.2 - Pollution. In a large city, the amount of sulfur...Ch. 8.3 - Find the area under the cosine curve y = cos x...Ch. 8.3 - Find cos20tdt.Ch. 8.3 - Find sinxcosxdx.Ch. 8.3 - Prob. 4MPCh. 8.3 - Suppose that revenues from the sale of ski jackets...Ch. 8.3 - Prob. 1ECh. 8.3 - In Problems 18, by using only the unit circle...Ch. 8.3 - In Problems 18, by using only the unit circle...Ch. 8.3 - In Problems 18, by using only the unit circle...Ch. 8.3 - In Problems 18, by using only the unit circle...Ch. 8.3 - In Problems 18, by using only the unit circle...Ch. 8.3 - In Problems 18, by using only the unit circle...Ch. 8.3 - Prob. 8ECh. 8.3 - Find each of the indefinite integrals in Problems...Ch. 8.3 - Find each of the indefinite integrals in Problems...Ch. 8.3 - Find each of the indefinite integrals in Problems...Ch. 8.3 - Find each of the indefinite integrals in Problems...Ch. 8.3 - Prob. 13ECh. 8.3 - Find each of the indefinite integrals in Problems...Ch. 8.3 - Find each of the indefinite integrals in Problems...Ch. 8.3 - Find each of the indefinite integrals in Problems...Ch. 8.3 - Find each of the indefinite integrals in Problems...Ch. 8.3 - Prob. 18ECh. 8.3 - Evaluate each of the definite integrals in...Ch. 8.3 - Evaluate each of the definite integrals in...Ch. 8.3 - Evaluate each of the definite integrals in...Ch. 8.3 - Evaluate each of the definite integrals in...Ch. 8.3 - Find the shaded area under the cosine curve in the...Ch. 8.3 - Find the shaded area under the sine curve in the...Ch. 8.3 - Use a calculator to evaluate the definite...Ch. 8.3 - Prob. 26ECh. 8.3 - Use a calculator to evaluate the definite...Ch. 8.3 - Prob. 28ECh. 8.3 - Find each of the indefinite integrals in Problems...Ch. 8.3 - Find each of the indefinite integrals in Problems...Ch. 8.3 - Find each of the indefinite integrals in Problems...Ch. 8.3 - Find each of the indefinite integrals in Problems...Ch. 8.3 - Find each of the indefinite integrals in Problems...Ch. 8.3 - Find each of the indefinite integrals in Problems...Ch. 8.3 - Given the definite integral I=03exsinxdx (A)Graph...Ch. 8.3 - Given the definite integral I=03excosxdx (A)Graph...Ch. 8.3 - Seasonal business cycle. Suppose that profits on...Ch. 8.3 - Seasonal business cycle. Revenues from sales of a...Ch. 8.3 - Pollution. In a large city, the amount of sulfur...Ch. 8 - Convert to radian measure in terms of : (A) 30(B)...Ch. 8 - Evaluate without using a calculator: (A) cos (B)...Ch. 8 - In Problems 36, find each derivative or integral....Ch. 8 - In Problems 36, find each derivative or integral....Ch. 8 - Prob. 5RECh. 8 - In Problems 36, find each derivative or integral....Ch. 8 - Convert to degree measure: (A) /6(B) /4(C) /3(D)...Ch. 8 - Evaluate without using a calculator: (A) sin6(B)...Ch. 8 - Evaluate with the use of a calculator: (A) cos...Ch. 8 - In Problems 1218, find each derivative or...Ch. 8 - In Problems 1218, find each derivative or...Ch. 8 - In Problems 1218, find each derivative or...Ch. 8 - Prob. 13RECh. 8 - In Problems 1218, find each derivative or...Ch. 8 - Prob. 15RECh. 8 - In Problems 1218, find each derivative or...Ch. 8 - Prob. 17RECh. 8 - Find the area under the sine curve y = sin x from...Ch. 8 - Given the definite integral I=15sinxxdx (A)Graph...Ch. 8 - Convert 15 to radian measure.Ch. 8 - Evaluate without using a calculator: (A) sin32 (B)...Ch. 8 - Prob. 22RECh. 8 - In Problems 2428, find each derivative or...Ch. 8 - In Problems 2428, find each derivative or...Ch. 8 - In Problems 2428, find each derivative or...Ch. 8 - In Problems 2428, find each derivative or...Ch. 8 - In Problems 2931, graph each function on a...Ch. 8 - In Problems 2931, graph each function on a...Ch. 8 - In Problems 2931, graph each function on a...Ch. 8 - Prob. 30RECh. 8 - Prob. 31RECh. 8 - Prob. 32RE
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