Answer:
Only the first autocovariance function : γ(t,r) is covariance stationary, the remaining are not covariance stationary
Explanation:
For a process to be covariance stationary/ weak stationary/ second order stationary it must satisfy these two conditions below:
In order words, {Xt} is said to be (weakly) stationary if :
1. it is independent of t, and
2. For each h, x(t + ћ, t) is independent of t.
In that case, we write:
γX (h) = γX (h,0⇒)
Hence only the first autocovariance function : γ(t,r) is covariance stationary since Autocorrelation function (ACF) is time independent.
The remaining are not covariance stationary because ACF is time dependent.
Answer:
- control the day-to-day activities of the corporation.
Explanation:
The board of directors are people chosen by the instiution, the owners of the institutions or the members of an institution to govern the institution and be responsible for the actions and directions that the organization takes, they could be owners, workers or externate associates to the institution and they control the day-to-day activities of the corporation.
Answer:
Moral hazard is type of situation in where on person or party gets involved in a very risky event when knowing that it is protected against and the person or party, which will incur the cost. This can arise when both people or parties have a incomplete information about on another or each other.
Answer:
The answer is C: the matrix requires at least three years worth of data.
Explanation:
The Boston Consultinf Group (BCG) Matrix does not require three years worth of data.
Steps in performing
Step 1. Choose the unit
Step 2. Define the market
Step 3. Calculate relative market share
Step 4. Find out market growth rate
Step 5. Draw the circles on a matrix
Answer:she’s mean
Explanation:
Katie deleted my first answer
