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MATH38032 Time Series Analysis Examples Sheet 8 1. Suppose X1,..., Xn Is A Finite Realisation Of An ARMA(P,Q) Process With Known P , Q.(A) What Is The Purpose Of Decorrelating X1,...,Xn? (B) How Do You Decorrelate X1,..., Xn Given The AR And MA Parameters?(C) Is The Variance Of Xt Needed In The A
2024/6/27 16:35:59
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MATH38032 Time Series Analysis Examples Sheet 4 1. A) How Do We Check The Causality Of An AR(2) Model Without Finding The Roots Of A Polynomial?B) What Can Be Said About The Autocorrelation Function (Acf) Of An AR(2) Process? What About The Partial Acf?C) Is Any Time Series Satisfying An MA Mod
2024/6/24 10:14:31
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MATH38032 Time Series Analysisexamples Sheet 31. A) What Is An AR Model? What Is An AR Process?B) Is Any Time Series Satisfying An AR Model An AR Process?C) Under What Condition Does An AR Model Have A Stationary Solution?D) What Is The Condition For An AR Model To Be Causal?2. Find The Stati
2024/6/24 9:31:22
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MATH38032 Time Series Analysis Examples Sheet 1 1. (A) What Is An Iid Sequence And What Is A White Noise?(B) How Is Weak Stationarity Different From Strict Stationarity?(C) What Extra Condition Is Required To Conclude Weak Stationarity From Strict Stationarity?(D) What Extra Condition Is Required
2024/6/22 10:38:09
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MATH38032 Time Series Analysisexamples Sheet 21. Consider A Stationary Time Series {Xt} With Mean 0 And Suppose We Want To Predict Xt Using The Infinite Past Xt−1 , Xt−2 , . . . .(A) How Do We Construct A Linear Predictor Of Xt?(B) In What Sense Is A Linear Predictor Of Xt The Best?(C) What Is
2024/6/22 10:38:09
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