TS Module 12: Parameter estimation method of moments HW


TS Module 12: Parameter estimation method of moments HW

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tme
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How come I only get theta = 1. one root? I check mulitple time. could not figure out what i did wrong.

TME


Jeffryfl
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ok, what am i doing wrong, i am looking at the solutions people used earlier, of 1.558 and .642.  I used equations 7.1.5 to get A that phi is .5 and 7.1.6, which I have not solved.  I would agree with the solutions listed if r1 was -.125 and phi was the same, however r1 is -.25.  Can anybody tell me what I am missing?
Jeffryfl
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I would still like help with the solution if anybody is taking the Summer 2011 course, I have come back and still cannot figure out my mistake.
GoldenGopher
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Jeffry,

I don't think the answers you cited are correct. I believe the answer to A is 0.5, and the answer to B only has one root, which is 1. These can be easily found by using equation 7.1.5 to get phi, and then plugging everything into equation 7.1.6 and solving for theta using the quadratic formula.
Jeffryfl
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I cannot multiply, Multiple times I accidentalyy said .5T*T=T^2 and T is theta, the simplest mistakes are the dumbest, but it, thanks


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