course4_1100 - Course 4 Examination Questions And...

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Course 4 Examination Questions And Illustrative Solutions November 2000
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2 1. You fit an invertible first-order moving average model to a time series. The lag-one sample autocorrelation coefficient is - 0.35. Determine an initial guess for q , the moving average parameter. (A) 0.2 (B) 0.4 (C) 0.6 (D) 0.8 (E) 1.0
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