Pearson eText for Basic Technical Mathematics with Calculus -- Instant Access (Pearson+)
11th Edition
ISBN: 9780137554843
Author: Allyn Washington, Richard Evans
Publisher: PEARSON+
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Chapter 9.3, Problem 23E
To determine
The resultant
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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 9 Solutions
Pearson eText for Basic Technical Mathematics with Calculus -- Instant Access (Pearson+)
Ch. 9.1 - For the vectors in Example 2, show that R = B + C...Ch. 9.1 - Prob. 2PECh. 9.1 - Prob. 1ECh. 9.1 - Prob. 2ECh. 9.1 - Prob. 3ECh. 9.1 - Prob. 4ECh. 9.1 - Prob. 5ECh. 9.1 - Prob. 6ECh. 9.1 - Prob. 7ECh. 9.1 - Prob. 8E
Ch. 9.1 - Prob. 9ECh. 9.1 - Prob. 10ECh. 9.1 - Prob. 11ECh. 9.1 - Prob. 12ECh. 9.1 - Prob. 13ECh. 9.1 - Prob. 14ECh. 9.1 - Prob. 15ECh. 9.1 - In Exercises 15–18, draw the given vectors and...Ch. 9.1 - Prob. 17ECh. 9.1 - In Exercises 15–18, draw the given vectors and...Ch. 9.1 - Prob. 19ECh. 9.1 - Prob. 20ECh. 9.1 - Prob. 21ECh. 9.1 - Prob. 22ECh. 9.1 - Prob. 23ECh. 9.1 - In Exercises 19–40, find the indicated vector sums...Ch. 9.1 - Prob. 25ECh. 9.1 - Prob. 26ECh. 9.1 - Prob. 27ECh. 9.1 - Prob. 28ECh. 9.1 - Prob. 29ECh. 9.1 - Prob. 30ECh. 9.1 - Prob. 31ECh. 9.1 - Prob. 32ECh. 9.1 - Prob. 33ECh. 9.1 - Prob. 34ECh. 9.1 - Prob. 35ECh. 9.1 - Prob. 36ECh. 9.1 - Prob. 37ECh. 9.1 - Prob. 38ECh. 9.1 - In Exercises 19–40, find the indicated vector sums...Ch. 9.1 - Prob. 40ECh. 9.1 - Prob. 41ECh. 9.1 - Prob. 42ECh. 9.1 - Prob. 43ECh. 9.1 - Prob. 44ECh. 9.1 - Prob. 45ECh. 9.1 - Prob. 46ECh. 9.1 - In Exercises 41–48, solve the given problems. Use...Ch. 9.1 - Prob. 48ECh. 9.2 - For the vector in Example 1, change the angle to...Ch. 9.2 - Prob. 2PECh. 9.2 - Prob. 3PECh. 9.2 - Prob. 1ECh. 9.2 - Prob. 2ECh. 9.2 - Prob. 3ECh. 9.2 - Prob. 4ECh. 9.2 - Prob. 5ECh. 9.2 - In Exercises 5–10, find the horizontal and...Ch. 9.2 - Prob. 7ECh. 9.2 - In Exercises 5–10, find the horizontal and...Ch. 9.2 - Prob. 9ECh. 9.2 - In Exercises 5–10, find the horizontal and...Ch. 9.2 - Prob. 11ECh. 9.2 - In Exercises 11–20, find the x- and y-components...Ch. 9.2 - Prob. 13ECh. 9.2 - Prob. 14ECh. 9.2 - Prob. 15ECh. 9.2 - In Exercises 11–20, find the x- and y-components...Ch. 9.2 - Prob. 17ECh. 9.2 - Prob. 18ECh. 9.2 - Prob. 19ECh. 9.2 - In Exercises 11–20, find the x- and y-components...Ch. 9.2 - In Exercises 21–34, find the required horizontal...Ch. 9.2 - In Exercises 21–34, find the required horizontal...Ch. 9.2 - Prob. 23ECh. 9.2 - In Exercises 21–34, find the required horizontal...Ch. 9.2 - Prob. 25ECh. 9.2 - Prob. 26ECh. 9.2 - Prob. 27ECh. 9.2 - In Exercises 21–34, find the required horizontal...Ch. 9.2 - Prob. 29ECh. 9.2 - In Exercises 21–34, find the required horizontal...Ch. 9.2 - Prob. 31ECh. 9.2 - Prob. 32ECh. 9.2 - Prob. 33ECh. 9.2 - Prob. 34ECh. 9.3 - Prob. 1PECh. 9.3 - Prob. 2PECh. 9.3 - Prob. 3PECh. 9.3 - Prob. 1ECh. 9.3 - Prob. 2ECh. 9.3 - Prob. 3ECh. 9.3 - In Exercises 3–6, vectors A and B are at right...Ch. 9.3 - In Exercises 3–6, vectors A and B are at right...Ch. 9.3 - Prob. 6ECh. 9.3 - Prob. 7ECh. 9.3 - Prob. 8ECh. 9.3 - Prob. 9ECh. 9.3 - In Exercises 7–14, with the given sets of...Ch. 9.3 - Prob. 11ECh. 9.3 - Prob. 12ECh. 9.3 - Prob. 13ECh. 9.3 - Prob. 14ECh. 9.3 - Prob. 15ECh. 9.3 - In Exercises 15–32, add the given vectors by...Ch. 9.3 - Prob. 17ECh. 9.3 - Prob. 18ECh. 9.3 - Prob. 19ECh. 9.3 - In Exercises 15–32, add the given vectors by...Ch. 9.3 - Prob. 21ECh. 9.3 - Prob. 22ECh. 9.3 - Prob. 23ECh. 9.3 - In Exercises 15–32, add the given vectors by...Ch. 9.3 - Prob. 25ECh. 9.3 - Prob. 26ECh. 9.3 - In Exercises 15–32, add the given vectors by...Ch. 9.3 - Prob. 28ECh. 9.3 - In Exercises 15–32, add the given vectors by...Ch. 9.3 - In Exercises 15–32, add the given vectors by...Ch. 9.3 - In order to move an ocean liner into the channel,...Ch. 9.3 - In Exercises 15–32, add the given vectors by...Ch. 9.3 - Prob. 33ECh. 9.3 - Prob. 34ECh. 9.3 - Prob. 35ECh. 9.3 - Prob. 36ECh. 9.4 - A ship sails 32.50 mi due east and then turns...Ch. 9.4 - Prob. 2PECh. 9.4 - EXAMPLE 5 Equilibrium—forces on a climber
A 165-lb...Ch. 9.4 - Prob. 1ECh. 9.4 - Prob. 2ECh. 9.4 - Prob. 3ECh. 9.4 - A jet is 115 mi east and 88.3 mi north of Niagara...Ch. 9.4 - Prob. 5ECh. 9.4 - Prob. 6ECh. 9.4 - Prob. 7ECh. 9.4 - Toronto is 650 km at 19.0° north of east from...Ch. 9.4 - Prob. 9ECh. 9.4 - A rocket is launched with a vertical component of...Ch. 9.4 - In testing the behavior of a tire on ice, a force...Ch. 9.4 - To raise a crate, two ropes are attached to its...Ch. 9.4 - A storm front is moving east at 18.0 km/h and...Ch. 9.4 - Prob. 14ECh. 9.4 - Prob. 15ECh. 9.4 - Prob. 16ECh. 9.4 - In an automobile safety test, a shoulder and seat...Ch. 9.4 - Prob. 18ECh. 9.4 - A plane flies at 550 km/h into a head wind of 60...Ch. 9.4 - A ship’s navigator determines that the ship is...Ch. 9.4 - Prob. 21ECh. 9.4 - Prob. 22ECh. 9.4 - Prob. 23ECh. 9.4 - On a mountain trek, a pack mule becomes obstinate...Ch. 9.4 - Prob. 25ECh. 9.4 - Prob. 26ECh. 9.4 - Prob. 27ECh. 9.4 - A mine shaft goes due west 75 m from the opening...Ch. 9.4 - Prob. 29ECh. 9.4 -
A scuba diver’s body is directed downstream at...Ch. 9.4 - Prob. 31ECh. 9.4 - Prob. 32ECh. 9.4 - Prob. 33ECh. 9.4 - Prob. 34ECh. 9.4 - A plane is moving at 75.0 m/s, and a package with...Ch. 9.4 - Prob. 36ECh. 9.4 - Prob. 37ECh. 9.4 - Prob. 38ECh. 9.5 - Prob. 1PECh. 9.5 - Prob. 2PECh. 9.5 - Prob. 3PECh. 9.5 - Prob. 1ECh. 9.5 - Prob. 2ECh. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - Prob. 14ECh. 9.5 - Prob. 15ECh. 9.5 - Prob. 16ECh. 9.5 - Prob. 17ECh. 9.5 - Prob. 18ECh. 9.5 - Prob. 19ECh. 9.5 - Prob. 20ECh. 9.5 - A small island is approximately a triangle in...Ch. 9.5 - A boat followed a triangular route going from dock...Ch. 9.5 - The loading ramp at a delivery service is 12.5 ft...Ch. 9.5 - In an aerial photo of a triangular field, the...Ch. 9.5 - The Pentagon (headquarters of the U.S. Department...Ch. 9.5 - Prob. 26ECh. 9.5 - Prob. 27ECh. 9.5 - Prob. 28ECh. 9.5 - Prob. 29ECh. 9.5 - When an airplane is landing at an 8250-ft runway,...Ch. 9.5 - Find the total length of the path of the laser...Ch. 9.5 - Prob. 32ECh. 9.5 - Prob. 33ECh. 9.5 - Prob. 34ECh. 9.5 - Prob. 35ECh. 9.5 - Prob. 36ECh. 9.5 - Prob. 37ECh. 9.5 - Prob. 38ECh. 9.6 - Prob. 1PECh. 9.6 - Prob. 2PECh. 9.6 - Prob. 1ECh. 9.6 - Prob. 2ECh. 9.6 - In Exercises 3–20, solve the triangles with the...Ch. 9.6 - In Exercises 3–20, solve the triangles with the...Ch. 9.6 - In Exercises 3–20, solve the triangles with the...Ch. 9.6 - Prob. 6ECh. 9.6 - In Exercises 3–20, solve the triangles with the...Ch. 9.6 - In Exercises 3–20, solve the triangles with the...Ch. 9.6 - Prob. 9ECh. 9.6 - Prob. 10ECh. 9.6 - Prob. 11ECh. 9.6 - Prob. 12ECh. 9.6 - Prob. 13ECh. 9.6 - Prob. 14ECh. 9.6 - In Exercises 3–20, solve the triangles with the...Ch. 9.6 - Prob. 16ECh. 9.6 - Prob. 17ECh. 9.6 - In Exercises 3–20, solve the triangles with the...Ch. 9.6 - Prob. 19ECh. 9.6 - Prob. 20ECh. 9.6 - Prob. 21ECh. 9.6 - Prob. 22ECh. 9.6 - Prob. 23ECh. 9.6 - Prob. 24ECh. 9.6 - Prob. 25ECh. 9.6 - Prob. 26ECh. 9.6 - Prob. 27ECh. 9.6 - Prob. 28ECh. 9.6 - Prob. 29ECh. 9.6 - In Exercises 21–40, use the law of cosines to...Ch. 9.6 - Prob. 31ECh. 9.6 - Prob. 32ECh. 9.6 - In Exercises 21–40, use the law of cosines to...Ch. 9.6 - Prob. 34ECh. 9.6 - Prob. 35ECh. 9.6 - Prob. 36ECh. 9.6 - In Exercises 21–40, use the law of cosines to...Ch. 9.6 - Prob. 38ECh. 9.6 - Prob. 39ECh. 9.6 - Prob. 40ECh. 9 - Prob. 1RECh. 9 - Prob. 2RECh. 9 - Prob. 3RECh. 9 - Prob. 4RECh. 9 - Prob. 5RECh. 9 - Prob. 6RECh. 9 - Prob. 7RECh. 9 - Prob. 8RECh. 9 - Prob. 9RECh. 9 - Prob. 10RECh. 9 - Prob. 11RECh. 9 - Prob. 12RECh. 9 - Prob. 13RECh. 9 - Prob. 14RECh. 9 - Prob. 15RECh. 9 - In Exercises 15–22, add the given vectors by using...Ch. 9 - Prob. 17RECh. 9 - Prob. 18RECh. 9 - Prob. 19RECh. 9 - Prob. 20RECh. 9 - Prob. 21RECh. 9 - Prob. 22RECh. 9 - Prob. 23RECh. 9 - Prob. 24RECh. 9 - Prob. 25RECh. 9 - Prob. 26RECh. 9 - Prob. 27RECh. 9 - Prob. 28RECh. 9 - Prob. 29RECh. 9 - Prob. 30RECh. 9 - Prob. 31RECh. 9 - Prob. 32RECh. 9 - Prob. 33RECh. 9 - Prob. 34RECh. 9 - Prob. 35RECh. 9 - Prob. 36RECh. 9 - Prob. 37RECh. 9 - Prob. 38RECh. 9 - Prob. 39RECh. 9 - Prob. 40RECh. 9 - Prob. 41RECh. 9 - In Exercises 41–74, solve the given problems.
42....Ch. 9 - Prob. 43RECh. 9 - Prob. 44RECh. 9 - Prob. 45RECh. 9 - Prob. 46RECh. 9 - Prob. 47RECh. 9 - Prob. 48RECh. 9 - Prob. 49RECh. 9 - Prob. 50RECh. 9 - Prob. 51RECh. 9 - Prob. 52RECh. 9 - In Exercises 41–74, solve the given...Ch. 9 - Prob. 54RECh. 9 - Prob. 55RECh. 9 - Prob. 56RECh. 9 - Prob. 57RECh. 9 - Prob. 58RECh. 9 - Prob. 59RECh. 9 - Prob. 60RECh. 9 - Prob. 61RECh. 9 - Prob. 62RECh. 9 - Prob. 63RECh. 9 - Prob. 64RECh. 9 - Prob. 65RECh. 9 - Prob. 66RECh. 9 - Prob. 67RECh. 9 - Prob. 68RECh. 9 - Prob. 69RECh. 9 - Prob. 70RECh. 9 - Prob. 71RECh. 9 - Prob. 72RECh. 9 - Prob. 73RECh. 9 - Prob. 74RECh. 9 - Prob. 75RECh. 9 - Prob. 1PTCh. 9 - Prob. 2PTCh. 9 - Prob. 3PTCh. 9 - Prob. 4PTCh. 9 - Prob. 5PTCh. 9 - Prob. 6PTCh. 9 - Prob. 7PTCh. 9 - Prob. 8PTCh. 9 - Prob. 9PTCh. 9 - Prob. 10PTCh. 9 - Prob. 11PT
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