Please solve question 1 ASAP Thanks 6. Consider the MA(1) process yt2.3 — 0.95ер-1+ eta. What is the optimal forecast for time periods T+1, T+2, and T+3. Writeаndyour answer as a function of y1, y2, Y3, ... YTe1, e2,or... eTb. Now suppose that er = 0.4 and er-1 = -1.2. Re-answer part (a).7. The FRED codes for housing starts in the Midwest are HOUSTMW andHOUSTMWNSA (seasonally adjusted and not seasonally adjusted, respectively).For the South they are HOUSTS and HOUSTSNSA. Graph the autocorrelationfunctions for these four series. Comment and discuss.8. Use the real GDP growth data from FRED code A191RL1Q225SBEA. Run anAR(1) regression on these data (with constant). Save the residuals from thatregression (predict e, residuals). Graph the time series of the residuals. Graphthe autocorrelation function of the residuals. Comment and discuss.

consider MA(1) process yt=2.3-0.95et-1+et Let ωt ~iid N(0,σ2ω) as a function of y1,y2,y3,...,yT and…

Answered: -as a functic e that er = C - housing…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Consider the following initial-value problem.
1 Suppose that X is a stochastic process with dynamics dXt = µdt +σdWt , where W is a P-Brownian motion. The drift µ and the volatility σ are both constants. Find if there is a measure Q such that the drift of process X under Q is η(∈ R) instead of µ.
B) Let dP/dt =.5P - 50. Find the equilibrium solution for P. Furthermore, determine whether P is intially increasing faster if the initial population is 120 or 200.
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Refer to Exercise 12 in Section 3.2. Assume that τ0 = 50 ± 1 MPa, w = 1.2 ± 0.1 mm, and k= 0.29 ± 0.05 mm−1.a) Estimate τ, and find the uncertainty in the estimate.b) Which would provide the greatest reduction in the uncertainty in τ: reducing the uncertainty in τ0 to 0.1 MPa, reducing the uncertainty in w to 0.01 mm, or reducing the uncertainty in k to 0.025 mm−1?c) A new, somewhat more expensive process would allow both τ0 and w to be measured with negligible uncertainty. Is it worthwhile to implement the process? Explain.
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A bank with a branch located in a commercial district of a city has the business objective of developing an improved process for serving customers during the noon-to-1pm lunch period. Management decides to first study the waiting time in the current process. The waiting time is defined as the number of minutes that elapse from when the customer enters the queue until he/she reaches the teller’s window. In addition, suppose that another branch, located in a residential area, is also concerned with improving the process of serving customers in the noon-to-1 pm lunch period and data were collected at random at these branches and recorded below; No of Customers Commercial dist branch (time) Residential area branch (time) 1 – 5 3 3 6 - 10 5 6 11 - 15 8 5 16 – 20 8 3 21 - 25 4 2 Required Which of the branches has a relatively better mean waiting time? Which shop can be surer of meeting the mean waiting time at the two branches? Assuming…
Find values of C1 and C2 so that the given functions will satisfy the prescribed initial conditions.

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-as a functic e that er = C - housing sta