Time Series problem. Suppose that in a sample of size n = 100 from an AR(1) process with mean u(unknown),0 = 0.6 and o? = 2.0, we obtain the sample mean X= 0.271. Construct an approximate95% confidence interval for the unknown population mean u. Is this time series datacompatible with the null hypothesis H,:µ = 0?

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Answered: Suppose that in a sample of size n =…

MATLAB: An Introduction with Applications

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ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

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Suppose that in a sample of size n = 100 from an AR(1) process with mean H (unknown), $ = 0.6 and o? = 2.0, we obtain the sample mean X= 0.271. Construct an approximate 95% confidence interval for the unknown population mean u. Is this time series data compatible with the null hypothesis H,:µ = 0?