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solmaris [256]
3 years ago
11

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.

Mathematics
1 answer:
In-s [12.5K]3 years ago
3 0

Answer:

Please refer to the attachment below.

Step-by-step explanation:

Please refer to the attachment below for explanation.

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Answer: option B. it has the highest y-intercept.

Explanation:

1) point -slope equation of the line

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2) Replace (x₁, y₁) with the point (5,3):

y - 5 = m (x - 3)

3) Expand using distributive property and simplify:

y - 5 = mx - 3m ⇒ y = mx + 5 - 3m

4) Compare with the slope-intercept equation of the line: y = mx + b, where m is the slope and b is the y-intercept

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7 0
3 years ago
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Phantasy [73]
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3 years ago
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Answer:

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Step-by-step explanation:

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multiply both sides of the equation by 17/12

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Answer:

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Step-by-step explanation:

by

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