S T A T 373 ( F 11) A ssig n m e n t #1
D ue Thur . O c t . 6, in c l ass.
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Simulation is a useful method for understanding regression concepts and investigating properties
of parameter estimators. Consider the model
Yi
0
x
1 i1
2
xi 2
x
3 i3
Ri
Stat 373 (F11) - Assignment #4:
( D ue : Thursday, D e c . 1 i n c l ass)
1) Consider the ARMA (0,1) process
Yt
Zt
Zt
Z t ~ WN (0,
1
2
)
a) [6] Show that ARMA (0,1) is a stationary process.
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S T A T 373 ( F 11) A ssig n m e n t #3
So l u t i o n s
D ue Tuesday, Nov. 15 (beginning of c l ass)
0.3
0.2
0.1
hatvalues(ceop.sqrt.lm.out)
0.4
1) Consider the model fit to the c eo dataset in question 3g) ii) of Assign. #2 (sqrt(Bonus) ~
Educate + Expe
S T A T 373 ( F 11) A ssig n m e n t #2
( D ue Tues. O c t . 25 in c l a ss)
x T ew
n
1) [5] Consider the random variables, Yn ew
x T ew , with given
n
Rn ew and Yn ew
explanatory variate vector x T ew (1, x1 , x2 ,.x p ) , associated with a new (randomly