QUESTION 2 [12] Suppose a time series of size 50 follows x, = u + z, -z,- process, where z, ~WN(4,1), 1, k = 0 1 202, k

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Question 2 12 Suppose A Time Series Of Size 50 Follows X U Z Z Process Where Z Wn 4 1 1 K 0 1 202 K 1 (486.41 KiB) Viewed 23 times

QUESTION 2 [12] Suppose a time series of size 50 follows x, = u + z, -z,- process, where z, ~WN(4,1), 1, k = 0 1 202, k = 0 , x = 0.157, YE-0, k=1 =3-02 and 0 otherwise k = 1 2 10 otherwise (a) Calculate the variance of the estimated mean for {x,}. $ (b) Construct an approximate 99% confidence interval for . (c) Are the data computable with the hypothesis that d = 0? (d) Justify your answer in part (c). (2) (2)