Calculus Volume 1
17th Edition
ISBN: 9781938168024
Author: Strang, Gilbert
Publisher: OpenStax College
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Chapter 2.2, Problem 71E
In the following exercises, use the graph of the function
71.
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Module Code: MATH380202
3. (a) Let {} be a white noise process with variance σ2.
Define an ARMA(p,q) process {X} in terms of {+} and state (without proof)
conditions for {X} to be (i) weakly stationary and (ii) invertible.
Define what is meant by an ARIMA (p, d, q) process. Let {Y} be such an ARIMA(p, d, q)
process and show how it can also be represented as an ARMA process, giving the
AR and MA orders of this representation.
(b) The following tables show the first nine sample autocorrelations and partial auto-
correlations of X and Y₁ = VX+ for a series of n = 1095 observations. (Notice
that the notation in this part has no relationship with the notation in part (a) of
this question.)
Identify a model for this time series and obtain preliminary estimates for the pa-
rameters of your model.
X₁
= 15.51, s² = 317.43.
k
1
2
3
4
5
6
7
Pk
0.981
0.974
0.968
akk 0.981 0.327
8
9
0.927
0.963 0.957 0.951 0.943 0.935
0.121 0.104 0.000 0.014 -0.067 -0.068 -0.012
Y₁ = VX : y = 0.03, s² = 11.48.
k
1…
Let G be a graph with n ≥ 2 vertices x1, x2, . . . , xn, and let A be the adjacency matrixof G. Prove that if G is connected, then every entry in the matrix A^n−1 + A^nis positive.
Module Code: MATH380202
1. (a) Define the terms "strongly stationary" and "weakly stationary".
Let {X} be a stochastic process defined for all t € Z. Assuming that {X+} is
weakly stationary, define the autocorrelation function (acf) Pk, for lag k.
What conditions must a process {X+) satisfy for it to be white noise?
(b) Let N(0, 1) for t€ Z, with the {+} being mutually independent. Which of
the following processes {X+} are weakly stationary for t> 0? Briefly justify your
answers.
i. Xt for all > 0.
ii. Xo~N(0,) and X₁ = 2X+-1+ &t for t > 0.
(c) Provide an expression for estimating the autocovariance function for a sample
X1,..., X believed to be from a weakly stationary process. How is the autocor-
relation function Pk then estimated, and a correlogram (or acf plot) constructed?
(d) Consider the weakly stationary stochastic process ✗+ = + + +-1+ +-2 where
{E} is a white noise process with variance 1. Compute the population autocorre-
lation function Pk for all k = 0, 1, ....
Chapter 2 Solutions
Calculus Volume 1
Ch. 2.1 - For the following exercises, points P(l, 2) and...Ch. 2.1 - For the following exercises, points P(l, 2) and...Ch. 2.1 - For the following exercises, points P(l, 2) and...Ch. 2.1 - For the following exercises, points P(l, 1) and...Ch. 2.1 - For the following exercises, points P(l, 1) and...Ch. 2.1 - For the following exercises, points P(l, 1) and...Ch. 2.1 - For the following exercises, points P(4, 2) and...Ch. 2.1 - For the following exercises, points P(4, 2) and...Ch. 2.1 - For the following exercises, points P(4, 2) and...Ch. 2.1 - For the following exercises, points P(l.5, 0) and...
Ch. 2.1 - For the following exercises, points P( 1.5, 0) and...Ch. 2.1 - For the following exercises, points P( 1.5, 0) and...Ch. 2.1 - For the following exercises, points P(-1, -1) and...Ch. 2.1 - For the following exercises, points P(-1,-1) and...Ch. 2.1 - For the following exercises, points P(-1, - 1) and...Ch. 2.1 - For the following exercises, the position function...Ch. 2.1 - For the following exercises, the position function...Ch. 2.1 - For the following exercises, consider a stone...Ch. 2.1 - For the following exercises, consider a stone...Ch. 2.1 - For the following exercises, consider a rocket...Ch. 2.1 - For the following exercises, consider a rocket...Ch. 2.1 - For the following exercises, consider an athlete...Ch. 2.1 - For the following exercises, consider an athlete...Ch. 2.1 - For the following exercises, consider the...Ch. 2.1 - For the following exercises, consider the function...Ch. 2.1 - For the following exercises, consider the function...Ch. 2.1 - For the following exercises, consider the...Ch. 2.1 - For the following exercises, consider the function...Ch. 2.1 - For the following exercises, consider the function...Ch. 2.2 - For the following exercises, consider the function...Ch. 2.2 - For the following exercises, consider the function...Ch. 2.2 - For the following exercises, consider the function...Ch. 2.2 - For the following exercises, consider the function...Ch. 2.2 - For the following exercises, consider the function...Ch. 2.2 - For the following exercises, consider the function...Ch. 2.2 - For the following exercises, consider the function...Ch. 2.2 - For the following exercises, consider the function...Ch. 2.2 - [T] In the following exercises, set up a table of...Ch. 2.2 - [T] In the following exercises, set up a table of...Ch. 2.2 - [T] In the following exercises, set up a table of...Ch. 2.2 - [T] In the following exercises, set up a table of...Ch. 2.2 - [T] In the following exercises, set up a table of...Ch. 2.2 - [T] In the following exercises, set up a table of...Ch. 2.2 - [T] In the following exercises, set up a table of...Ch. 2.2 - [T] In the following exercises, set up a table of...Ch. 2.2 - In the following exercises, consider the graph of...Ch. 2.2 - In the following exercises, consider the graph of...Ch. 2.2 - In the following exercises, consider the graph of...Ch. 2.2 - In the following exercises, consider the graph of...Ch. 2.2 - In the following exercises, use the following...Ch. 2.2 - In the following exercises, use the following...Ch. 2.2 - In the following exercises, use the following...Ch. 2.2 - In the following exercises, use the following...Ch. 2.2 - In the following exercises, use the following...Ch. 2.2 - In the following exercises, use the graph of...Ch. 2.2 - In the following exercises, use the graph of...Ch. 2.2 - In the following exercises, use the graph of...Ch. 2.2 - In the following exercises, use the graph of...Ch. 2.2 - In the following exercises, use the graph of...Ch. 2.2 - In the following exercises, use the graph of...Ch. 2.2 - In the following exercises, use the graph of...Ch. 2.2 - In the following exercises, use the graph of...Ch. 2.2 - In the following exercises, use the graph of...Ch. 2.2 - In the following exercises, use the graph of...Ch. 2.2 - In the following exercises, use the graph of the...Ch. 2.2 - In the following exercises, use the graph of the...Ch. 2.2 - In the following exercises, use the graph of the...Ch. 2.2 - In the following exercises, use the graph of the...Ch. 2.2 - In the following exercises, use the graph of the...Ch. 2.2 - In the following exercises, use the graph of the...Ch. 2.2 - In the following exercises, use the graph of the...Ch. 2.2 - In the following exercises, use the graph of the...Ch. 2.2 - In the following exercises, use the graph of the...Ch. 2.2 - In the following exercises, use the graph of the...Ch. 2.2 - In the following exercises, use the graph of the...Ch. 2.2 - In the following exercises, sketch the graph of a...Ch. 2.2 - In the following exercises, sketch the graph of a...Ch. 2.2 - In the following exercises, sketch the graph of a...Ch. 2.2 - In the following exercises, sketch the graph of a...Ch. 2.2 - In the following exercises, sketch the graph of a...Ch. 2.2 - Shock waves arise in many physical applications,...Ch. 2.2 - A track coach uses a camera with a fast shutter to...Ch. 2.3 - Some of the geometric formulas we take for granted...Ch. 2.3 - Some of the geometric formulas we take for granted...Ch. 2.3 - Some of the geometric formulas we take for granted...Ch. 2.3 - Some of the geometric formulas we take for granted...Ch. 2.3 - Some of the geometric formulas we take for granted...Ch. 2.3 - In the following exercises, use the limit Laws to...Ch. 2.3 - In the following exercises, use the limit laws to...Ch. 2.3 - In the following exercises, use the limit laws to...Ch. 2.3 - In the following exercises, use the limit laws to...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - ]In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, use direct...Ch. 2.3 - In the following exercises, assume that...Ch. 2.3 - In the following exercises, assume that...Ch. 2.3 - In the following exercises, assume that...Ch. 2.3 - In the following exercises, assume that...Ch. 2.3 - In the following exercises, assume that...Ch. 2.3 - In the following exercises, assume that...Ch. 2.3 - In the following exercises, assume that...Ch. 2.3 - In the following exercises, assume that...Ch. 2.3 - [T] In the following exercises, use a calculator...Ch. 2.3 - [T] In the following exercises, use a calculator...Ch. 2.3 - [T] In the following exercises, use a calculator...Ch. 2.3 - In the following exercises, use the following...Ch. 2.3 - In the following exercises, use the following...Ch. 2.3 - In the following exercises, use the following...Ch. 2.3 - yIn the following exercises, use the following...Ch. 2.3 - In the following exercises, use the following...Ch. 2.3 - In the following exercises, use the following...Ch. 2.3 - In the following exercises, use the following...Ch. 2.3 - In the following exercises, use the following...Ch. 2.3 - For the following problems, evaluate the limit...Ch. 2.3 - For the following problems, evaluate the limit...Ch. 2.3 - For the following problems, evaluate the limit...Ch. 2.3 - [T] In physics, the magnitude of an electric field...Ch. 2.3 - [T] The density of an object is given by its mass...Ch. 2.4 - For the following exercises, determine the...Ch. 2.4 - For the following exercises, determine the...Ch. 2.4 - For the following exercises, determine the...Ch. 2.4 - For the following exercises, determine the...Ch. 2.4 - For the following exercises, determine the...Ch. 2.4 - For the following exercises, determine the...Ch. 2.4 - For the following exercises, determine the...Ch. 2.4 - For the following exercises, determine the...Ch. 2.4 - For the following exercises, decide if the...Ch. 2.4 - For the following exercises, decide if the...Ch. 2.4 - For the following exercises, decide if the...Ch. 2.4 - For the following exercises, decide if the...Ch. 2.4 - For the following exercises, decide if the...Ch. 2.4 - For the following exercises, decide if the...Ch. 2.4 - In the following exercises, find the value(s) of k...Ch. 2.4 - In the following exercises, find the value(s) of k...Ch. 2.4 - In the following exercises, find the value(s) of k...Ch. 2.4 - In the following exercises, find the value(s) of k...Ch. 2.4 - In the following exercises, find the value(s) of k...Ch. 2.4 - In the following exercises, use the Intermediate...Ch. 2.4 - In the following exercises, use the Intermediate...Ch. 2.4 - In the following exercises, use the Intermediate...Ch. 2.4 - In the following exercises, use the Intermediate...Ch. 2.4 - Consider the graph of the function y=f(x) shown in...Ch. 2.4 - Let f(x)={3x,x1x3,x1 . Sketch the graph of f. Is...Ch. 2.4 - Let f(x)=x41x21forx1,1 . a. Sketch the graph of f....Ch. 2.4 - Sketch the graph of the function y=f(x) with...Ch. 2.4 - Sketch the graph of the function y=f(x) with...Ch. 2.4 - In the following exercises, suppose y=f(x) is...Ch. 2.4 - In the following exercises, suppose y=f(x) is...Ch. 2.4 - Determine whether each of the given statements is...Ch. 2.4 - Determine whether each of the given statements is...Ch. 2.4 - Determine whether each of the given statements is...Ch. 2.4 - Determine whether each of the given statements is...Ch. 2.4 - Determine whether each of the given statements is...Ch. 2.4 - Determine whether each of the given statements is...Ch. 2.4 - Determine whether each of the given statements is...Ch. 2.4 - [T] The following problems consider the scalar...Ch. 2.4 - [T] The following problems consider the scalar...Ch. 2.4 - [T] The following problems consider the scalar...Ch. 2.4 - [T] After a certain distance D has passed, the...Ch. 2.4 - As the rocket travels away from Earth’s surface,...Ch. 2.4 - wqProve the following functions are continuous...Ch. 2.4 - Prove the following functions are continuous...Ch. 2.4 - Prove the following functions are continuous...Ch. 2.5 - In the following exercises, write the appropriate ...Ch. 2.5 - In the following exercises, write the appropriate ...Ch. 2.5 - In the following exercises, write the appropriate ...Ch. 2.5 - In the following exercises, write the appropriate ...Ch. 2.5 - The following graph of the function f satisfies...Ch. 2.5 - The following graph of the function f satisfies...Ch. 2.5 - The following graph of the function f satisfies...Ch. 2.5 - The following graph of the function f satisfies...Ch. 2.5 - The following graph of the function f satisfies...Ch. 2.5 - The following graph of the function f satisfies...Ch. 2.5 - [T] In the following exercises, use a graphing...Ch. 2.5 - [T] In the following exercises, use a graphing...Ch. 2.5 - In the following exercises, use the precise...Ch. 2.5 - In the following exercises, use the precise...Ch. 2.5 - In the following exercises, use the precise...Ch. 2.5 - In the following exercises, use the precise...Ch. 2.5 - In the following exercises, use the precise...Ch. 2.5 - In the following exercises, use the precise...Ch. 2.5 - In the following exercises, use the precise...Ch. 2.5 - In the following exercises, use the precise...Ch. 2.5 - In the following exercises, use the precise...Ch. 2.5 - In the following exercises, use the precise...Ch. 2.5 - In the following exercises, use the precise...Ch. 2.5 - An engineer is using a machine to cut a flat...Ch. 2.5 - Use the precise definition of limit to prove that...Ch. 2.5 - Using precise definitions of limits, prove that...Ch. 2.5 - Using precise definitions of limits, prove that...Ch. 2.5 - Using precise definitions of limits, prove that...Ch. 2.5 - Using the function from the previous exercise, use...Ch. 2.5 - limxa(f(x)g(x))=LMCh. 2.5 - limxa[cf(x)]=cL for any real constant c (Hint....Ch. 2.5 - ...Ch. 2 - wTrue or False. In the following exercises,...Ch. 2 - True or False. In the following exercises, justify...Ch. 2 - True or False. In the following exercises, justify...Ch. 2 - True or False. In the following exercises, justify...Ch. 2 - Using the graph, find each limit or explain why...Ch. 2 - In the following exercises, evaluate the limit...Ch. 2 - In the following exercises, evaluate the limit...Ch. 2 - In the following exercises, evaluate the limit...Ch. 2 - In the following exercises, evaluate the limit...Ch. 2 - wIn the following exercises, evaluate the limit...Ch. 2 - In the following exercises, evaluate the limit...Ch. 2 - In the following exercises, evaluate the limit...Ch. 2 - In the following exercises, evaluate the limit...Ch. 2 - In the following exercises, evaluate the limit...Ch. 2 - In the following exercises, evaluate the limit...Ch. 2 - In the following exercises, use the squeeze...Ch. 2 - In the following exercises, use the squeeze...Ch. 2 - In the following exercises, use the squeeze...Ch. 2 - In the following exercises, determine the value of...Ch. 2 - In the following exercises, determine the value of...Ch. 2 - In the following exercises, use the precise...Ch. 2 - In the following exercises, use the precise...Ch. 2 - A ball is thrown into the air and the vertical...Ch. 2 - A particle moving along a line has a displacement...Ch. 2 - From the previous exercises, estimate the...
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