A time series {yt} follows an MA(2) model: Yt = 2 + Ut +0.54t-1 + 0.4ut-2. Assume that ut is a white noise series with a mean of O and a variance of 2. Please calculate Var(yt)
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A time series {yt} follows an MA(2) model: Yt = 2 + Ut +0.54t-1 + 0.4ut-2. Assume that ut is a white noise series with a
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- In a fish restaurant, population variance for fish to go bad is at least 4 days. After buying a new cooling system, its expected to be less than 4 days. After buying the new cooling system, 10 fish are tested and with an average of 8 days without going bad with a population variance of 3 days. Test with 95 confidince if the population variance is really less than 4 days. (use chi square test for the lower-side by using the formula and not the excel please)A time series {yt} follows an MA(2) model: Yt = 2 + Ut +0.54t-1 + 0.4ut-2. Assume that ut is a white noise series with a mean of O and a variance of 2. Please calculate Var(yt) (i.e. the variance of) 2.96 1.41 2.82 O 1.98Find variance of y1 provide correct answer
- In a fish restaurant, population variance for fish to go bad is at least 4 days. After buying a new cooling system, its expected to be less than 4 days. After buying the new cooling system, 10 fish are tested and with an average of 8 days without going bad with a population variance of 3 days. Test with 95 confidince if the population variance is really less than 4 days. (use chi square please)The intensity of a hurricane is a random variable that is uniformly distributed on the interval [0, 3]. The damage from a hurricane with a given intensity y is exponentially distributed with a mean equal to y. Calculate the variance of the damage from a random hurricane. (A) 1.73 (B) 1.94 (C) 3.00 (D) 3.75 (E) 6.00The random variables X,Y have variance Var(X)=36 and Var(Y)=1 and their correlation is Cor(X,Y)=−3/4. Calculate Var(X+Y) with a full explanation
- A random variable X has only two values a and b with P(X = a) = p , P(X = b) = q (p + q = 1).Find its mean value and variation.(8) Find the variance of X when X is distributed as N(0, 1). The correct answer is -1 1 N/A (Select One)Xt is a time series data. Values of xt for the past 5 periods are provided below: period X lag_x lead_x growth_x 1 10 12 3 9 4 10 13 Note that lag x is the first lag of x, lead is the first lead of x, and growth x is the one period exact growth rate of x. Write all values of lag_x, lead_x and growth_x in the correct order next to the series name provided below. lag_x: lead_x: growth_x: percent, percent, percent, percent (Round to one decimal place when necessary.)