Mr. Tan built an ARIMA model to fit the price of fund XYZ. The parameter estimates he obtained are shown in below. Write down the ARIMA model, and predict the fund price for the next period if the current price is 21.6463.

Mr. Tan built an ARIMA model to fit the price of fund XYZ. The parameter estimates he obtained are shown in below. Write down the ARIMA model, and predict the fund price for the next period if the current price is 21.6463.

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Related questions

Q: 3. A random sample of n=19 from a normal distribution has ?̅=32.7 and ?= 2.5. a. Find a 90%…

A: Given A random sample of n=19 from a normal distribution X¯=32.7 σ=2.5 We have to find a) 90%…

Q: You are on placement in a GP practice which holds a nurse-led asthma clinic once a week. The nurse…

A: Using PICO we have to construct a clinical question of whether the diet of a patient has an effect…

Q: (1) If a random variable X is a constant, i.e.., X =a then E[a]= a, where a is a constant.

Q: 8:3 18. Coefficient of correlation between two points. From the followiag given sets of observations…

A: a)

Q: he United States ranks ninth in the world in per capita chocolate consumption; Forbes reports that…

A: Given : Sample size (n) = 38 Sample mean (X) = 10.05 Sample SD (S) = 1.5 L.o.s (α) = 0.05…

Q: V. Use the given data to answer item numbers 26 to 29. 4, 4, 5, 6, 9, 9, 9, 12, 13, 14, 14 26. The…

A: Solution:. Date:9-5-2022 The give data is…

Q: A game is played by drawing 4 cards from an ordinary deck and replacing each card after it is drawn.…

A: Given A game is played by drawing 4 cards from an ordinary deck and replacing each card after it is…

Q: Ramon Nuri Matiz Ortiz works at Conservas de Cambados analyzing canned sardines for his bosses. In…

A: From the given information, DHA Temp Sardine Mass Biscay 1.2 82.5 54 1 1.9 77.5 60 1 1.1 85…

Q: 12. A manufacturing plant uses a specific bulk product. The amount of product used in one day can be…

A: Given Beta=4 X=4

Q: In a hypothesis test, you conclude the result is statistically significant, and we could reject the…

A: Given problem Given that In a hypothesis test, you conclude the result is statistically…

Q: The joint probability distribution function of a discrete random variable is fx.y) = cxy for x-1, 2,…

Q: Telephone calls enter a college switchboard on the average of two every three minutes. The…

Q: If two random variables X, and X, are independent, then var (X,+X,) = var (X,)+ var (X,) var (X,-…

Q: What is the probability that the value is less than 90? The probability that the value is less than…

A: Solution

Q: Find the least squares line. ŷ = 99.268 + 0.680 Should the regression be used to predict the final…

A: The provided information is x y xy x2 73 87 6351 5329 41 46 1886 1681 75 94 7050 5625 53…

Q: Using your calculator, find the range and standard deviation, round to two decimals places: The…

Q: Construction workers work a mean of 7.93 hours each weekend, with a standard deviation of 0.8 hours.…

A: Percentile : Percentile is the number such that certain percentage of data fall below that number.…

Q: Select the correct null hypothesis, Ho, and alternative hypothesis, Ha, in symbolic form. A chain of…

Q: Use a table of areas for the standard normal curve to find the required z-score. Find the z-score…

Q: The average number of grams of carbohydrates contained in a one ounce serving of a chocolate candy…

Q: Question * The joint probability density funcțion for X and Y is given by: ((x +y) f(x, y) = x> 0,…

A: For the given joint pdf , we need to find the probability P(0<X< 1/3).

Q: A dataset contains data on birth weights of 65535 babies born in June 1997 along with variables that…

A: Using the results given in the table we will solve the given questions.

Q: The manufacturer claims that your new car gets 31 mpg on the highway. You suspect that the mpg is…

A: For the given data Perform t test for single mean

Q: The monthly income of 5,000 workers at the Microsoft development plant are distributed normally. The…

Q: d) Probability proportional to size sampling is the equal probability sampling method in which the…

A: Given problem Given that Probability proportional to size sampling is the equal probability…

Q: Use the data to the right to complete Percentage Who parts (a) through (d) below. Won't Try Don't…

A: X Y X.Y X2 Y2 44 36 1584 1936 1296 50 43 2150 2500 1849 60 53 3180 3600 2809 78 69 5382 6084…

Q: a) Proportional allocation is an allocation of sampling units to strata so that the variance of the…

Q: Suppose that workers can be divided into two groups: hard workers and slackers. Let y be the number…

Q: Please help me find answers 1-6 for this data set. Thanks! 1. class width 2. class limits 3.…

Q: b) The variance estimator from the two-stage cluster sampling will be always smaller than the…

A: (2) False The variance estimator from the two stage cluster sampling is not smaller than the…

Q: 4. Which kind of study is generally more effective at blocking confounders? Select one: a.…

A: Given problem Given that Which kind of study is generally more effective at blocking confounders ?…

Q: Use the mixed congruential method to generate a sequence of 32 random numbers with Xo=8, a=9, c=13,…

Q: 0<x<y<o, S(x, y)=: 0, elsewhere. (a) Find the moment generating function. (b) Find the Cov(X, Y).

Q: a the following page. rring to these results, answer the following questions. Keep o of the…

A: *Answer: Explanation Level of significance α = 0.05 (Consider) Given that, Variable: Birth weight…

Q: A random selection of volunteers at a research institute have been exposed to a typical cold virus.…

A: There are two independent samples which are treated with multivitamin and treated with placebo. We…

Q: Quality control is maintained in a factory with the help of mean X and standard deviation o charts.…

Q: 1. The distance travelled (in kilometres) by a courier service motorcycle on 40 trips were recorded…

Q: There are N cars in a city, and the license plate number is from 1 to N. The license plate number of…

A: From the given information, there are N cars in a city, and the licence plate number is from 1 to N.…

Q: following hypothesis test: Но: 29.2 7 29.2 Assume that you know that o = 4.9, n = 50, T = 30.8285.…

A: We have given that, Population mean (μ) = 29.2, population standard deviation (σ) = 4.9, sample…

Q: A. Directions: Ilustrate using the normal curve then find the probablity for each statement given…

A: As per company guidelines I solved exactly three subparts of the question.thank you

Q: Question The time taken by a student to finish a statistics exam can be modeled using the following…

A: We need to find, the mean number of students who will finish the exam in less than 1 hour for 12…

Q: 13 16 18 21 25 26 12 11 23 8 21 14 12 13 17 11 11 12 13 16 16 11 12 15 18 14 11 12 17 15 14 14 16 20…

A: Since you have posted a question with multiple sub-parts, we will solve first 3 sub-parts for you.…

Q: Assume a normal distribution of mean = 35 and standard %3D deviation of 5. Answer the following…

A: Given that Normal distribution of mean=35 and standard deviation=5 x~N(μ=35, σ=5)

Q: 1.Weight-loss study. Doctors give a new weight-loss pill to those who request it. Not everyone does,…

A: The study here is an Observational study.

Q: 1. Specifically, you should use the results in the table below for the two neighborhoods to compare…

Q: The U.S. Geological Survey compiled historical data about Old Faithful Geyser (Yellowstone National…

A: Given Information: First sample: Sample size n1=9520 Sample mean x¯1=62.8 Population standard…

Q: Supply the appropriate statistical test needed for the following data. Write Z if it the appropriate…

A: z – test and t – test both are well known hypothetical tests to compare the hypothesized mean value…

Q: What percentage of the data in a sample falls below the third quartile Q3?

A: There are three quartiles Q1, Q2 ans Q3. 25% of observations lies between each two quartiles.

Q: Họ : µ1 – p2 = 1.3 H1 : µ1 – µ2 1.3 is to be carried out for population 1 and 2 where ơ1 and o2 are…

Q: the United States? When a simple random sample of 400 families is taken in Washington, the mean…

A: Given Data : For Sample 1 x̄1 = 46211 s1 = 12214 n1 = 400 For Sample 2 x̄2 =…

Question

Mr. Tan built an ARIMA model to fit the price of fund XYZ. The parameter
estimates he obtained are shown in below. Write down the ARIMA model, and
predict the fund price for the next period if the current price is 21.6463.

Mr. Tan built an ARIMA model to fit the price of fund XYZ. The parameter
estimates he obtained are shown in Table 2-1. Write down the ARIMA model, and
predict the fund price for the next period if the current price is 21.6463.
Table 2-1: Parameter estimates
Parameter Coefficient
AR 1
SE
t
P
0.5486
0.0845
6.49
0.000
Constant
9.0295
0.6082
14.85
0.000

Expert Solution

This question has been solved!

Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.

SEE SOLUTION Check out a sample Q&A here

Step 1

VIEW

Step 2

VIEW

Step 3

VIEW

Step by step

Solved in 3 steps with 1 images

SEE SOLUTION Check out a sample Q&A here

Similar questions

How would you calculate equilibrium values for the fraction of sites occupied in a mainland-island metapopulation?
A call option has an implied volatility of 45% and a Vega of $3.2. The call is currently trading at $7.67. What would the price be if implied volatility was to increase to 50%? Please show your calculations. Discuss your result.
There is an environmentaldebate over the use of cloth versus disposable disperse if we asume that between birth and 2.5 y of age, a child uses 3 diapers per day estimate the total number of disposable diaper used in EU per year
Estimate solutions of the following equation using a graphical estimation method:
Use the basic equation for the capital asset pricing model (CAPM) to Find the risk-free rate for a firm with a required return of 15% and a beta of 1.25 when the market return is 14%
There is a 3 percent error rate at a specii c point in a production process. If an inspector isplaced at this point, all the errors can be detected and eliminated. However, the inspectoris paid $8 per hour and can inspect units in the process at the rate of 30 per hour.If no inspector is used and defects are allowed to pass this point, there is a cost of $10per unit to correct the defect later on.Should an inspector be hired?
A manufacturing firm, Caleb Corp, produces and sells product in its home (US) market, and in a foreign market. There is inherent risk in the revenues collected from the foreign market due to volatility in the exchange rate. Under a benchmark strategy, all of the production takes place in the home country. The resulting expected profits for Caleb Corp are variable, due to variation in the exchange rate. As an approximation, the firm has estimated profits for five possible ranges of the exchange rate, with profit represented as a lottery, L= (.2, 150; .2, 200; .3, 220; .2,250; .1, 270) The probabilities are estimated probabilities for the different ranges. The outcomes in this lottery are the estimated final profit levels (not changes in profit). (a) Calculate the expected profit if the firm follows this benchmark strategy, i.e., E(L)
A manufacturing firm, Caleb Corp, produces and sells product in its home (US) market, and in a foreign market. There is inherent risk in the revenues collected from the foreign market due to volatility in the exchange rate. Under a benchmark strategy, all of the production takes place in the home country. The resulting expected profits for Caleb Corp are variable, due to variation in the exchange rate. As an approximation, the firm has estimated profits for five possible ranges of the exchange rate, with profit represented as a lottery, L= (.2, 150; .2, 200; .3, 220; .2,250; .1, 270) The probabilities are estimated probabilities for the different ranges. The outcomes in this lottery are the estimated final profit levels (not changes in profit). Now suppose the firm can also buy forward contracts on foreign currency to neutralize the effect of the exchange rate on profits. Assume that these provide complete hedging, but that it involves an additional cost, so that following the…
With modeling equation and algorithm/flowchart describe the difference of initial value problem (IVP) and boundary value problem (BVP)?
Please show steps for subsitution rule for equation. Ty!
Select all points where relative minimum occurs
Please explain why this statement is true or false:"In the two-period model, both the Current Account and the Trade Balance in period one improve with an anticipated increase in the endowment of period two (ΔQ1=0 and ΔQ2>0)''Use equations of the optimal allocation of consumption in periods 1 and 2, the trade balance in period 1, and the current account in period 1 to support your answer.Assume the following lifetime utility function: U(C1,C2)= ln(C1) +β ln(C2) and the subjective discounting factor is 0<β<1