Enero10Test(2) - EXAMEN DE ESTADÍSTICA INDUSTRIAL (ING....

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Unformatted text preview: EXAMEN DE ESTADÍSTICA INDUSTRIAL (ING. INDUSTRIAL) ENERO 2010 - MODELO 1  ! !" " # a) !"   ! ! $! %&' ( b) ! c) )% ' d) 1.2.3.4.5.6.7.8.- Series Fiabilidad TEST: SERIES TEMPORALES: *+ ! !' -' . '. "' !(" , $ , / / / / 2# " #! 3  # 85  ! !! ;  -' ! 9$ ' ! !! "' ! 5$ !# !"! #! %0' , 0+ 1 !' >+  , 3 !4 5!  6 "!" !7  " !5 !9 ## 5" # 9 $ 5 !: ! ! !! ! ! 6! !- # "!" # 5$ <5 "2 ! <5 "2 != " ! ; #  $! = " 5 ! $   " 5 5 !  ! !# "! " ? = 5! ! #! $ (  ! ARIMA Model Summary Parameter Estimate Stnd. Error t P-value ---------------------------------------------------------------------------AR(1) -0,289272 0,0671272 -4,30931 0,000026 AR(2) 0,353596 0,0670836 5,27097 0,000000 Constant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falsa ! 4 !- # "!" " # 5$ = $ " " 0B < ! L MH> # 5$ !  ! ! " 4!## ! ! ! " 4!## ! 5 #!"! " # 5$ !  t/500 # $ "  !  ! ! " 5 5 ! N + 1 2# " #! 3 !4 5!  6 "!" !7 !' ! 4 !- # "!" " 5! =  5$ "$ " " - "! = 5!; ! #! 4 !- # "!" " !#9 !" 5$ -' ! 4 !- # "!" " 5! =  5$ "$ " " - "! = 5  9 #! ! ! " 4!## " !#9 !" 5$ ' ! 4 !- # "!" " 5! = " 5$ "$ " = " #! 4 !- # "!" " 5$ "' ! 4 !- # "!" " 5! = " 5$ "$ " = 4 !- # "!" " 5$ "8 !5 "8 !5 # $ " # $ "   " #! EXAMEN DE ESTADÍSTICA INDUSTRIAL (ING. INDUSTRIAL) ENERO 2010 - MODELO 2  ! !" " # a) !"   ! ! $! %&' ( b) ! c) )% ' d) 1.2.3.4.5.6.7.8.- Series Fiabilidad TEST: SERIES TEMPORALES: *+ 1 a) b) c) d) 2# " #! 3 ! !!  # 85  ! !! ;  ! 9$ ! 5$ !# !4 5!  6 "!" !7 ! <5 "2 != " ! ; #  " !5 !9 ## 5" # 9 $ 5 !: ! ! !! ! ! 6! !- # "!" # 5$ <5 "2  $! = " 5 ! $   " 5 5 !  ! ! 2.- Dada la siguiente salida de STATGRAPHICS, marca la opción correcta: ARIMA Model Summary Parameter Estimate Stnd. Error t P-value ---------------------------------------------------------------------------AR(1) -0,289272 0,0671272 -4,30931 0,000026 AR(2) 0,353596 0,0670836 5,27097 0,000000 Constant -0,0230747 ---------------------------------------------------------------------------- ! ( " # 5" # !' ! -' ! 4 5! ( " $ -# $" ! ( " # 5" # '! "'  $! 25  " #! $! #! !-#!  3! ! " 5 " ! 5(6 # @  3.- La ecuación de un proceso AR(2) es: / / a) b) , , )! 9 # 5" # 3 4 ! 6 ! !" !" $! ! c) . d) . , , / / B + 1 2# " #! 3 !4 5!  6 "!" !7 !' ! !  !# ! !" " $ " $ 9 $ " " !C ! E! - " # !C 3 -'  $   = ## " $ " $  9 #! $ " #! " !;  #! $! !# !  ! ' !6 ) " 4 !"! ! 5$ !# ! !68 " G 5! ( ; #! " !3  " # 5" # $ $  "' ! G " %*' !  !# "8 ! 9 #! G " ! !  !# ! ! )!"! " 4 5! " ! 6! (  < F ;G =$ %*' " 5 ! #! 3 #! FIABILIDAD: H+ 1 !' 2# " #! 3 !4 5!  #! ! ! " 4!## " 5$ ! 5 #!"! ! #@ ! ! -' #! ! ! " 4!## ! 5 #!"! " " 4!## ! ' #! ! ! " 4!## ! 5 #!"! " " 4!## 3! 6! "' ! ! " 4!## 3 ! " !$ I+ # !4 5! 9 # 5$ " 6 "! " 9 6!# !" 9 !' ! ! ! " 4!## " # 5$ -' ! ! ! " 4!## " # 5$ ' ! ! ! " 4!## " # 5$ "'  ! ! " 4!## 6 "!" !7 !=  5$ = 5$ " $ "!" " 5$  ! ! " 4!## = !-# $! ! =  ! !!  5$ ! " 5 5 != ! " J + 1 2# " #! 3 !4 5!  6 "!" !7 !' ! 4 !- # "!" " 5! =  5$ "$ " " - "! = 5!; ! #! 4 !- # "!" " !#9 !" 5$ -' ! 4 !- # "!" " 5! =  5$ "$ " " - "! = 5  9 #! ! ! " 4!## " !#9 !" 5$ ' ! 4 !- # "!" " 5! = " 5$ "$ " = 4 !- # "!" " 5$ "' ! 4 !- # "!" " 5! = " 5$ "$ " = " #! 4 !- # "!" " 5$ N+ # < !' -' ' "' !! "8 !5 "8 !5 # $ " # $ "  " #!  5$ " 6 "! " 5$ 3 5" # K$ !#  6 "! 5 " ! " HLL ! C!#! #! !4 5! ( falsa ! 4 !- # "!" " # 5$ = $ " " 0B < ! L MH> # $ "  !  ! ! " 5 5 ! ! ! ! " 4!## ! 5 #!"! " # 5$ !  t/500 # 5$ !  ! ! " 4!## ...
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This note was uploaded on 09/01/2011 for the course STAT 01 taught by Professor Garciapozuelo during the Spring '11 term at Université des Sciences et technologie de Lille.

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