Consider the time series:xₜ= β₁+ β₂t + wₜwhere β1 and β2 are known constants and wₜ is a white noise process with variance σ ²_w
.(a) Determine whether xₜ is stationary.(b) Show that the process yₜ= xₜ − xₜ₋₁ is stationary.(c) Show that the mean of the moving averagevt = [1 /2q + 1] (j=-q→q) Σ xₜ₋ⱼis β₁ + β₂t, and give a simplified expression for the autocovariance function.
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You haven't provided the coordinates of C and D, therefore, I cannot provide an exact solution. However, I'll tell you how to solve this problem and you can apply on the coordinates you have.
The general form of the linear equation is:
y = mx + c
where:
m is the slope and c is the y-intercept
1- getting the slope:
We will start by getting the slope of CD using the formula:
slope = (y2-y1) / (x2-x1)
We know that the line we are looking for is perpendicular to CD. This meas that the product of their slopes is -1. Knowing this, and having calculated the slope of CD, we can simply get the slope of our line
2- getting the y-intercept:
To get the y-intercept, we will need a point that belongs to the line.
We know that our line passes through the midpoint of CD.
Therefore, we will first need to get the midpoint:
midpoint = (
)
Now, we will use this point along with the slope we have to substitute in the general equation and solve for c.
By this, we would have our equation in the form of:
y = mx + c
Hope this helps :)
The general form of the linear equation is:
y = mx + c
where:
m is the slope and c is the y-intercept
1- getting the slope:
We will start by getting the slope of CD using the formula:
slope = (y2-y1) / (x2-x1)
We know that the line we are looking for is perpendicular to CD. This meas that the product of their slopes is -1. Knowing this, and having calculated the slope of CD, we can simply get the slope of our line
2- getting the y-intercept:
To get the y-intercept, we will need a point that belongs to the line.
We know that our line passes through the midpoint of CD.
Therefore, we will first need to get the midpoint:
midpoint = (
Now, we will use this point along with the slope we have to substitute in the general equation and solve for c.
By this, we would have our equation in the form of:
y = mx + c
Hope this helps :)