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Unformatted text preview: 4 1.2792 1.2804 1.2774 1.2841 1.2814 1.2886 1.2953 1.3078 1.3114 1.3147 1.3157 1.3200 1.3244 1.3309 1.3331 1.3274 1.3297 1.3276 1.3177 1.3244 1.3265 1.3192 1.3106 1.3095 1.3158 1.3203 1.3178 1.3192 1.3159 1.3173 1.3170 1.3270 1.3231 1.3106 1.3084 1.3006 1.3018 1.2988 1.2984 1.2893 1.2941 1.2953 1.2909 1.2922 1.2958 1.2936 1.3040 1.3005 1.2978 1.2901 1.2921 1.2972 1.2954 1.3020 1.3020 1.2925 1.2955 1.2987 1.2991 1.3007 1.2956 1.3022 1.3082 1.3137 1.3119 1.3132 1.3145 1.3145 1.3106 1.3134 1.3160 1.3230 1.3211 1.3225 1.3163 1.3083 1.3100 1.3135 1.3152 1.3155 1.3156 1.3218 1.3183 1.3226 1.3325 1.3303 1.3296 1.3293 1.3351 1.3327 1.3265 1.3347 1.3348 1.3352 1.3318 1.3366 1.3358 1.3352 1.3373 1.3426 1.3418 1.3467 1.3532 1.3550 1.3549 1.3577 1.3601 1.3606 1.3557 1.3582 1.3649 1.3596 1.3643 1.3605 1.3588 1.3613 1.3561 1.3615 1.3558 1.3535 1.3527 1.3486 1.3549 1.3538 1.3574 1.3516 1.3477 1.3444 1.3454 1.3490 1.3448 1.3441 1.3453 1.3509 1.3420 1.3453 1.3436 1.3482 1.3532 1.3513 1.3470 1.3349 1.3355 1.3345 1.3287 1.3304 1.3314 1.3404 1.3403 1.3427 1.3397 1.3441 1.3461 1.3460 1.3438 1.3467 1.3505 1.3588 1.3601 1.3618 1.3640 1.3596 1.3621 1.3666 1.3753 1.3788 1.3782 1.3781 1.3771 1.3779 1.3820 1.3803 1.3821 1.3833 1.3743 1.3722 1.3651 1.3659 1.3707 1.3663 1.3664 1.3694 1.3818 1.3794 1.3794 1.3729 1.3650 1.3651 1.3591 1.3476 1.3405 1.3454 1.3476 1.3508 1.3493 1.3574 1.3615 1.3658 1.3664 1.3631 1.3610 1.3705 1.3632 1.3580 1.3588 1.3669 1.3696 1.3795 1.3824 1.3885 1.3897 1.3860 1.3877 1.3867 1.3975 1.4030 1.4049 1.4113 1.4106 1.4127 1.4180 1.4179 1.4232 1.4165 1.4195 1.4109 1.4136 1.4089 1.4037 1.4146 1.4199 Question 1(10.22) EWMA lambda 0.9583829304 (solver) max likelyhood sum 11806.48 Day Si ui vi = sigi^2 (-ln[vi])-ui^2/vi 1 1.1990 2 1.2100 0.009174 3 1.2093 -0.00058 0.000084168 9.378719 4 1.2219 0.010419 8.06791E-005 8.079444 5 1.2217 -0.00016 8.18395E-005 9.410424 6 1.2308 0.007449 7.84347E-005 8.745876 7 1.2319 0.000894 7.74794E-005 9.455189 8 1.2386 0.005439 7.42882E-005 9.1093...
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