For an AR(1) model with Y = 7.5, o = -0.6, µ= 5, and o? = 1, %3D %3D (a) Find Y(1), Ý(2), and Ý:(6). (b) Find the error variances for your forecasts above.
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- Imagine a family member looks over your shoulder as you look at the variance equation Σki=1(xi − μ)2P(X = xi) and asks why the P(X = xi) term is there. What would you say?A portfolio with a beta of 0.7 with market and residual variance of 10, market variance being 196 , the total risk in terms of standard deviation of the fund is a. 10.30 b. 14 c. 10 d. 7I need help with part b, to plot the studentized residuals against x1,x2,and x3. Choose the correct graph
- If the PDF of X is f(x)=2x/k2 for 0<x<k, for what value of k is the variance of X equal to 2?Two lines of regression are given by 5x+7y-22=0 and 6x+2y-22=0. If the variance of y is 15, find the standard deviation of x.Could you please teel me why should a firm, for profit, care not only about the expected profit, but also about the variance of the profit.thanks
- Compute the forecasted values for Yt for July and August in 2020 by using the modelsstated in (c) and (d)on the basis of the value of linear correlation coefficient, would you conclude, at the /r/>0.9 level, that the data can be reasonably modeled linear equation?An econometrician suspects that the residuals of her model might be autocorrelated. Explain the steps involved in testing this theory using the Durbin–Watson (DW) test
- For variables x1, x2, x3, and y satisfying the assumptions for multiple linear regression inferences, the population regression equation is y = 27 – 4.7x1 + 2.3x2 + 5.8x3. For samples of size 20 and given values of the predictor variables, the distribution of the estimates of ß1 for all possible sample regression planes is a _________ distribution with mean a_________ and standard deviation _______.Consider the following correlations -0.9 , -0.5 , -0.2 , 0 , 0.2 , 0.5 and 0.9. For each give the fraction of the variation in y that is explained by the least-squares regression of y on x.For the data given in the table below, find the linear correlation coefficient r and the least-squares regression line x y ------- 1 18 3 13 3 9 6 6 7 4 -------