· Supposed the best fitting model for a time series is y(t) = 10 + 0.41y(t-1). Suppose the observ...
· Supposed the best fitting model for a time series is y(t) = 10 + 0.41y(t-1). Suppose the observation values for the first five periods (read left to right ) are: 25,22,15,19,28. What is the prediction for period 6?
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· Supposed the best fitting model for a time series is y(t) = 10 + 0.41y(t-1). Suppose the observ...
HELP ASAP Consider the following time series data: 1 2 3 Y 4 7 9 . 10 Calculate a 90% prediction interval for the v...
HELP ASAP
Consider the following time series data: 1 2 3 Y 4 7 9 . 10 Calculate a 90% prediction interval for the value of Y at time period t = 6 (ie, h = 2 periods ahead). Hint: You will first need to fit the model using Excel to obtain the regression output, which will give you some of the values you need for the prediction interval. Then, you will need to calculate the average and standard deviation...
4 (10 marks). Consider a simple model of a time series ytas a function of its...
4 (10 marks). Consider a simple model of a time series ytas a function of its past (using lagged values): Yt = Bo + B1Yt-1 + €7 (1) Assume that yt is what we refer to as 'stationary - its distribution does not change over time, i.e. E[yt] = for all t. i iii Interpret the model - what does B, capture? Show that E[yt] is equal to Q = Bo/(1-B1) Now consider the model including an additional variable xt:...
17) The following linear trend expression was estimated using a time series with 17 time periods...
17) The following linear trend expression was estimated using a time series with 17 time periods (that is, the values of tare 1, 2, V,= 129.23.8t Calculate a 95% prediction interval for the value of Y at time period t 18 (i.e, h 1 period ahead). Use the fact that the average of the time values is 9, the standard deviation of the time values is s 5.05, and the regression standard error se 0.841. Take all calculations and the...
Consider the following time series data. t 1 ය 6 11 2 4 5 Y 9...
Consider the following time series data. t 1 ය 6 11 2 4 5 Y 9 13 15 a. Which of the following is a correct time series plot for this data? 1. TimeSeries Value 14 -12 10 te 16 -4 F2 3 Time Period/t) 2. TimeSeries Value +14 +12 10 18 6 -4 1 3 Time Period (t) 3. TimeSeries Value F14 +12 10 18 6 -4 2 2 Time Period (t) - Select your answer. What type of...
3 The following are the values of a time series for the first four time periods:...
3 The following are the values of a time series for the first four time periods: t 1 2 3 4 Y 24 25 26 27 Using a four-period moving average, the forecasted value for time period 5 is: 25.5 24.5 26.5 O 27.5 QUESTION 4 The data below represents sales for a particular product) If you were to use the moving average method with a span of 4 periods, what would be you forecast for period 5? Period Sales...
Suppose based on a 36-observation time series sample (from January of year 1 to December of...
Suppose based on a 36-observation time series sample (from January of year 1 to December of year 3) , the estimated model is y = 3.5 + 1.2t + 0.5t2, predict the y value for May of year 4.
3. (25 pts) Consider the data points: t y 0 1.20 1 1.16 2 2.34 3 6.08 ake a least squares fitting of these data using the model yü)- Be + Be-. Suppose we want to m (a) Explain how you would comput...
3. (25 pts) Consider the data points: t y 0 1.20 1 1.16 2 2.34 3 6.08 ake a least squares fitting of these data using the model yü)- Be + Be-. Suppose we want to m (a) Explain how you would compute the parameters β | 1 . Namely, if β is the least squares solution of the system Χβ y, what are the matrix X and the right-hand side vector y? what quantity does such β minimize? (b)...
Sketch the Simulink model to model: x = 3+5 *t+6/(t+1 ) y = t^2-1/(2+t) where t is the time in se...
Sketch the Simulink model to model: x = 3+5 *t+6/(t+1 ) y = t^2-1/(2+t) where t is the time in seconds. The outputs x, y and z needs to be displayed to a single scope.
Sketch the Simulink model to model: x = 3+5 *t+6/(t+1 ) y = t^2-1/(2+t) where t is the time in seconds. The outputs x, y and z needs to be displayed to a single scope.
plz 1. Let and y be the Fourier series coefficients of r(t) and y(t), respectively. Assuming...
plz
1. Let and y be the Fourier series coefficients of r(t) and y(t), respectively. Assuming the period of r(t) is T, express y in terms of d (b) y(t) (10 pts) () (a) y(t) (at), where a 0. (10 pts) dt
1. Let and y be the Fourier series coefficients of r(t) and y(t), respectively. Assuming the period of r(t) is T, express y in terms of d (b) y(t) (10 pts) () (a) y(t) (at), where a 0....
Consider the following model on a return series rt=t+ at +0.25at-1, where at riid N(0,02), t = 1, ... ,T. (a) What are...
Consider the following model on a return series rt=t+ at +0.25at-1, where at riid N(0,02), t = 1, ... ,T. (a) What are the mean function and autocovariance function for this return series? Is this return series {rt} weakly stationary? Justify your answer. (b) Consider first differences of the return series above, that is, consider wt = Vrt=rt – Pt-1. What are the mean function and autocovariance function for this time series? Is this time series {wt} weakly stationary? Justify...
HELP ASAP
Consider the following time series data: 1 2 3 Y 4 7 9 . 10 Calculate a 90% prediction interval for the value of Y at time period t = 6 (ie, h = 2 periods ahead). Hint: You will first need to fit the model using Excel to obtain the regression output, which will give you some of the values you need for the prediction interval. Then, you will need to calculate the average and standard deviation...
4 (10 marks). Consider a simple model of a time series ytas a function of its past (using lagged values): Yt = Bo + B1Yt-1 + €7 (1) Assume that yt is what we refer to as 'stationary - its distribution does not change over time, i.e. E[yt] = for all t. i iii Interpret the model - what does B, capture? Show that E[yt] is equal to Q = Bo/(1-B1) Now consider the model including an additional variable xt:...
17) The following linear trend expression was estimated using a time series with 17 time periods (that is, the values of tare 1, 2, V,= 129.23.8t Calculate a 95% prediction interval for the value of Y at time period t 18 (i.e, h 1 period ahead). Use the fact that the average of the time values is 9, the standard deviation of the time values is s 5.05, and the regression standard error se 0.841. Take all calculations and the...
Consider the following time series data. t 1 ය 6 11 2 4 5 Y 9 13 15 a. Which of the following is a correct time series plot for this data? 1. TimeSeries Value 14 -12 10 te 16 -4 F2 3 Time Period/t) 2. TimeSeries Value +14 +12 10 18 6 -4 1 3 Time Period (t) 3. TimeSeries Value F14 +12 10 18 6 -4 2 2 Time Period (t) - Select your answer. What type of...
3 The following are the values of a time series for the first four time periods: t 1 2 3 4 Y 24 25 26 27 Using a four-period moving average, the forecasted value for time period 5 is: 25.5 24.5 26.5 O 27.5 QUESTION 4 The data below represents sales for a particular product) If you were to use the moving average method with a span of 4 periods, what would be you forecast for period 5? Period Sales...
3. (25 pts) Consider the data points: t y 0 1.20 1 1.16 2 2.34 3 6.08 ake a least squares fitting of these data using the model yü)- Be + Be-. Suppose we want to m (a) Explain how you would compute the parameters β | 1 . Namely, if β is the least squares solution of the system Χβ y, what are the matrix X and the right-hand side vector y? what quantity does such β minimize? (b)...
Sketch the Simulink model to model: x = 3+5 *t+6/(t+1 ) y = t^2-1/(2+t) where t is the time in seconds. The outputs x, y and z needs to be displayed to a single scope.
Sketch the Simulink model to model: x = 3+5 *t+6/(t+1 ) y = t^2-1/(2+t) where t is the time in seconds. The outputs x, y and z needs to be displayed to a single scope.
plz
1. Let and y be the Fourier series coefficients of r(t) and y(t), respectively. Assuming the period of r(t) is T, express y in terms of d (b) y(t) (10 pts) () (a) y(t) (at), where a 0. (10 pts) dt
1. Let and y be the Fourier series coefficients of r(t) and y(t), respectively. Assuming the period of r(t) is T, express y in terms of d (b) y(t) (10 pts) () (a) y(t) (at), where a 0....
Consider the following model on a return series rt=t+ at +0.25at-1, where at riid N(0,02), t = 1, ... ,T. (a) What are the mean function and autocovariance function for this return series? Is this return series {rt} weakly stationary? Justify your answer. (b) Consider first differences of the return series above, that is, consider wt = Vrt=rt – Pt-1. What are the mean function and autocovariance function for this time series? Is this time series {wt} weakly stationary? Justify...
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