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Septiembre2008Cuestiones - EXAMEN DE ESTADSTICA...

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APELLIDOS Y NOMBRE:……………………………………………………………… TITULACIÓN:…………………………………….. GRUPO:….. Instrucciones: Marcar dentro del recuadro con una aspa (X) ó una cruz ( ). 1.- a) z t =c+ φ 1 z t-1 + φ 2 z t-2 - θ 1 a t-1 +at b) (1- φ 1 )∇ z t =(1- θ 1 B- θ 2 B 2 )at c) (1- φ 1 ) z t =(1- θ 1 B- θ 2 B 2 )at d) (1+ φ 1 )∇ z t =(1- θ 1 B- θ 2 B 2 )at 2.- ¿Cuál de las siguientes afirmaciones es verdadera?
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  • Spring '11
  • GarciaPozuelo
  • Industria, Desviación típica, Dato, Serie temporal, Modelo autorregresivo integrado de media móvil

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