TS Module 3: Trends HW

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LBJ82	LBJ82 posted 16 Years Ago #9130 #
Forum Newbie Group: Forum Members Posts: 2, Visits: 2	Shouldn't this homework be moved to a place where the moving average terminology has been introduced? It took me a very long time to do this problem and then I see Chapter 4 gives the terminology and a formula I was searching everywhere for. [NEAS: See the next comment.] 0
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NEAS	NEAS posted 17 Years Ago #8685 #
Supreme Being Group: Administrators Posts: 4.5K, Visits: 1.6K	TS Module 3: Trends HW (The attached PDF file has better formatting.) Homework assignment: MA(1) Process: Variance of mean Five MA(1) processes with 50 observations are listed below. The variance of å_t is 1. A. For each process, what is the variance of , the average of the Y observations? B. How does the pattern of the first time series differ from that of the last time series? C. Explain intuitively why oscillating patterns have lower variances of their means. 1. Y_t = ì + e_t + e_t-1 2. Y_t = ì + e_t + ½ e_t-1 3. Y_t = ì + e_t 4. Y_t = ì + e_t – ½ e_t-1 5. Y_t = ì + e_t – e_t-1 (See page 50 of the Cryer and Chan text, Exercise 3.2) Attachments TS Module 3 variance of mean HW.pdf (2.3K views, 32.00 KB) 0
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