{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

# hw2 - The homework has to be stapled PSTAT 174/274...

This preview shows page 1. Sign up to view the full content.

- The homework has to be stapled. PSTAT 174/274. Homework #2 Name: Due: 10/23/06 at the beginning of the discussion session Score: /10 Credit: People you worked with: Sources consulted(Reference): 1. (2 points) For an MA(1), x t = w t + θw t - 1 , show that | ρ x (1) | ≤ 1 / 2 for any number θ . For which values of θ does ρ x (1) attain its maximum and minimum? 2. (1 point each) Identify the following models as ARMA( p, q ) models (watch out for parameter re- dundancy), and determine whether they are causal and/or invertible: (a) x t = 0 . 80 x t - 1 - 0 . 15 x t - 2 + w t - 0 . 30 w t - 1 (b) x t = x t - 1 - 0 . 50 x t - 2 + w t - w t - 1 3. (2 points) For the AR(2) model given by x t = - 0 . 9 x t - 2 + w t , find the roots of the autoregressive polynomial and then sketch the ACF,
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

### What students are saying

• As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

Kiran Temple University Fox School of Business ‘17, Course Hero Intern

• I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

Dana University of Pennsylvania ‘17, Course Hero Intern

• The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

Jill Tulane University ‘16, Course Hero Intern