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EJERCICIOSseptiembre2010Enunciado(2) - EXAMEN DE ESTADSTICA...

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EXAMEN DE ESTADÍSTICA INDUSTRIAL (ING. INDUSTRIAL) SEPTIEMBRE 2010 APELLIDOS Y NOMBRE:……………………………………………………………… TITULACIÓN:…………………………………….. GRUPO:….. MODELO 1: Para realizar el examen, de entre los ficheros del directorio P:\Examen\EstInd, debes utilizar el denominado FiabilidadSep10.sf3 y SeriesSep10.sf3 . SERIES (3.5 puntos) a) (2.5 puntos) Para la serie producción (miles de toneladas), estima los siguientes modelos ARIMA que se presentan en la tabla que mostramos a continuación. En la segunda columna tienes que escribir los valores estimados de los parámetros del modelo de la columna anterior ( , , etc.) con sus valores para el estadístico t debajo entre paréntesis. Finalmente, en la última columna debes indicar el p-valor del test de Box-Pierce (tomado con 24 retardos). NOTA: Marcar con una X en las casillas en blanco. SERIE Modelo ARIMA Parámetros AR ( ) MA ( ) SAR ( ) SMA ( ) p-valor Box Pierce 1 t t a = Z B log 1 12 1
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