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Suppose that (Y,} is generated according to Y₁ = 10 + e,e-1+e-2,with e, ~ N(0, 1). (i) Identify the model Y₁. (2 marks)
Posted: Mon Jul 11, 2022 11:22 am
by answerhappygod
- Suppose That Y Is Generated According To Y 10 E E 1 E 2 With E N 0 1 I Identify The Model Y 2 Marks 1 (115.14 KiB) Viewed 36 times
Suppose that (Y,} is generated according to Y₁ = 10 + e,e-1+e-2,with e, ~ N(0, 1). (i) Identify the model Y₁. (2 marks) (ii) Find the mean and covariance functions for {Y}. Is {Y,} stationary? (iii) Find the mean and covariance functions for (VY₁). Is {VY,} stationary? (vi) Determine p₁ and p2. (2+5+1 marks) (2+5+1 marks) (6 marks) (v) Using (vi) or otherwise, determine 11 and 22. (4 marks)