Name:
Student ID Number:
*This is a closed books closed notes test, you can use the lab computer or
laptop. Write the codes on the test paper.*
DePaul University
Department of Mathematical Sciences
MAT 512/358: Applied Time Series/Forecasting
Midterm Exam

Name:
Student ID Number:
*This is an individual work, and you are not allowed to discuss or copy from
others. Justify your answer in order to get full credit.*
DePaul University
Department of Mathematical Sciences
MAT 512/358: Applied Time Series/Forecast

Name:
Student ID Number:
*This is a closed books closed notes test, you can use the lab computer or
laptop. Write the codes on the test paper.*
DePaul University
Department of Mathematical Sciences
MAT 512/358: Applied Time Series/Forecasting
Midterm Exam

Name:
DePaul University
Department of Mathematical Sciences
MAT 512/358: Applied Time Series and Forecasting
Quiz 2
1. A chemical company produces Chemical Product XB-77-5, a product that must have a rather
precisely controlled viscosity. In order to deve

Name:
DePaul University
Department of Mathematical Sciences
MAT 512/358: Applied Time Series and Forecasting
Quiz 2
1. A chemical company produces Chemical Product XB-77-5, a product that must have a rather
precisely controlled viscosity. In order to deve

Name:
DePaul University
Department of Mathematical Sciences
MAT 512/358: Applied Time Series and Forecasting
Quiz 3
1. The past twenty monthly sales gures for a new type of watch sold at Lamberts Discount
Stores are given as below, and the sale of month 2

Name:
DePaul University
Department of Mathematical Sciences
MAT 512/358: Applied Time Series and Forecasting
Quiz 3
1. The past twenty monthly sales gures for a new type of watch sold at Lamberts Discount
Stores are given as below, and the sale of month 2

Name:
DePaul University
Department of Mathematical Sciences
MAT 512/358: Applied Time Series and Forecasting
Quiz 1
1. Suppose xt = 0.1 + 0.7xs , where xt is the time series. Calculate the autocorrelation function
(s, t) of xt .
Solution:
cov(xs , xt )
(s

Name:
DePaul University
Department of Mathematical Sciences
MAT 512/358: Applied Time Series and Forecasting
Quiz 1
1. Suppose xt = 0.1 + 0.7xs , where xt is the time series. Calculate the autocorrelation function
(s, t) of xt .
Solution:
cov(xs , xt )
(s