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1. Suppose we know X, follows the ARMA process Xt – 0.3Xt-1+ 0.2X1-2 – 0.1Xt-3 = Z¢ Z ~ WN(0, 1). -33= Given the observation (X1, ..., X10) = (0.33, 1.19, 1.93, –0.07, 0.74, –0.11, –0.24, 0.81, 0.9,0.68). Calculate the one-step predicton X11.

1. Suppose we know X, follows the ARMA process Xt – 0.3Xt-1+ 0.2X1-2 – 0.1Xt-3 = Z¢ Z ~ WN(0, 1). -33= Given the observation (X1, ..., X10) = (0.33, 1.19, 1.93, –0.07, 0.74, –0.11, –0.24, 0.81, 0.9,0.68). Calculate the one-step predicton X11.

Practical Management Science
Practical Management Science
6th Edition
ISBN:9781337406659
Author:WINSTON, Wayne L.
Publisher:WINSTON, Wayne L.
Chapter2: Introduction To Spreadsheet Modeling
Section: Chapter Questions
Problem 20P: Julie James is opening a lemonade stand. She believes the fixed cost per week of running the stand...
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1. Suppose we know X, follows the ARMA process Xi – 0.3X-1+ 0.2X-2 – 0.1Xt-3 = Zt Zi - WN(0, 1). t-2- Given the observation (X1,..., X10) = (0.33, 1.19, 1.93, –0.07, 0.74, –0.11, –0.24, 0.81, 0.9, 0.68). Calculate the one-step predicton X11.
Transcribed Image Text:1. Suppose we know X, follows the ARMA process Xi – 0.3X-1+ 0.2X-2 – 0.1Xt-3 = Zt Zi - WN(0, 1). t-2- Given the observation (X1,..., X10) = (0.33, 1.19, 1.93, –0.07, 0.74, –0.11, –0.24, 0.81, 0.9, 0.68). Calculate the one-step predicton X11.
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