Mathematical Applications for the Management, Life, and Social Sciences
12th Edition
ISBN: 9781337625340
Author: Ronald J. Harshbarger, James J. Reynolds
Publisher: Cengage Learning
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Chapter 3.3, Problem 15E
To determine
The solution of the system by using technology on the augmented matrix.
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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 3 Solutions
Mathematical Applications for the Management, Life, and Social Sciences
Ch. 3.1 - (a) Do matrices A and B have the same...Ch. 3.1 -
Ch. 3.1 - 3. (a) What matrix D must be added to matrix A...Ch. 3.1 - Prob. 4CPCh. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Prob. 4ECh. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Use the following matrices for Problems...
Ch. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Prob. 9ECh. 3.1 - Prob. 10ECh. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Use the following matrices for Problems...Ch. 3.1 - Prob. 21ECh. 3.1 - Prob. 22ECh. 3.1 - Prob. 23ECh. 3.1 - In Problems 15-28, perform the operations if...Ch. 3.1 - Prob. 25ECh. 3.1 - In Problems 15-28, perform the operations if...Ch. 3.1 - Prob. 27ECh. 3.1 - Prob. 28ECh. 3.1 - Prob. 29ECh. 3.1 - Prob. 30ECh. 3.1 - In Problems , find and.
Ch. 3.1 - In Problems , find and.
Ch. 3.1 - Prob. 33ECh. 3.1 - 34. Find and if
Ch. 3.1 - 35. Endangered species The tables below give the...Ch. 3.1 - 36. Asian demographics The following tables show...Ch. 3.1 - Prob. 37ECh. 3.1 - Prob. 38ECh. 3.1 - 39. Sales Let matrix A represent the sales (in...Ch. 3.1 - 40. Opinion polls A poll of people revealed...Ch. 3.1 - Prob. 41ECh. 3.1 - 42. National health expenditures The following...Ch. 3.1 - Prob. 43ECh. 3.1 - 44. Debt payment Ace, Baker, and Champ are being...Ch. 3.1 - Prob. 45ECh. 3.1 - Prob. 46ECh. 3.1 - 47. Management Management is attempting to...Ch. 3.1 -
48. Ranking To rank the five members of a...Ch. 3.1 - 49. Production and inventories Operating from two...Ch. 3.1 - Prob. 50ECh. 3.1 - 51. Management In an evaluation of labor...Ch. 3.1 - Prob. 52ECh. 3.1 - 53. For the data in the Problem , use an Excel...Ch. 3.1 - 54. For the data in problem, use an Excel...Ch. 3.2 - What is element if with and
Ch. 3.2 - 2. Find the product.
and
Ch. 3.2 - 3. (a) Compute if and
(b) Can the product...Ch. 3.2 - In Problems 1-4, multiply the matrices.
Ch. 3.2 - In Problems 1-4, multiply the matrices.
Ch. 3.2 - In Problems 1-4, multiply the matrices.
Ch. 3.2 - In Problems 1-4, multiply the matrices.
Ch. 3.2 - In Problems 5-24, use matrices through. In...Ch. 3.2 - In Problems 5-24, use matrices through. In...Ch. 3.2 - In Problems 5-24, use matrices through. In...Ch. 3.2 - Prob. 8ECh. 3.2 - Prob. 9ECh. 3.2 - Prob. 10ECh. 3.2 - Prob. 11ECh. 3.2 - In Problems 5-24, use matrices through. In...Ch. 3.2 - In Problems 5-24, use matrices through. In...Ch. 3.2 - Prob. 14ECh. 3.2 - In Problems 5-24, use matrices through. In...Ch. 3.2 - Prob. 16ECh. 3.2 - Prob. 17ECh. 3.2 - Prob. 18ECh. 3.2 - Prob. 19ECh. 3.2 - Prob. 20ECh. 3.2 - Prob. 21ECh. 3.2 - Prob. 22ECh. 3.2 - In Problems 5-24, use matrices through. In...Ch. 3.2 - Prob. 24ECh. 3.2 - In Problems 25-34, use the matrices below....Ch. 3.2 - Prob. 26ECh. 3.2 - Prob. 27ECh. 3.2 - Prob. 28ECh. 3.2 - Prob. 29ECh. 3.2 - Prob. 30ECh. 3.2 - Prob. 31ECh. 3.2 - Prob. 32ECh. 3.2 - Prob. 33ECh. 3.2 - Prob. 34ECh. 3.2 - Prob. 35ECh. 3.2 - Prob. 36ECh. 3.2 - Prob. 37ECh. 3.2 - 38. For
Are and defined?
What size is each...Ch. 3.2 - Prob. 39ECh. 3.2 - In each of Problems , substitute the given values...Ch. 3.2 - Prob. 41ECh. 3.2 - Prob. 42ECh. 3.2 - Prob. 43ECh. 3.2 - Prob. 44ECh. 3.2 - 45. Car pricing A car dealer can buy midsize cars...Ch. 3.2 - . Revenue A clothing manufacturer has factories...Ch. 3.2 - Prob. 47ECh. 3.2 - . Area and population Matrix below gives the...Ch. 3.2 - 49. Population dynamics Suppose that for a...Ch. 3.2 - 50. Nutrition Suppose the weights (in grams) and...Ch. 3.2 - Prob. 51ECh. 3.2 - Encoding messages Multiplication by a matrix can...Ch. 3.2 - Oil refineries When gasoline is refined from...Ch. 3.2 - 54. Production A manufacturer of small kitchen...Ch. 3.2 - 55. Accounting The annual budget of the Magnum...Ch. 3.2 - 56. Accounting Consider the original budget...Ch. 3.3 - CHECKPOINT
(a) Write the augmented matrix for...Ch. 3.3 - Prob. 2CPCh. 3.3 - CHECKPOINT
For each system of equations, the...Ch. 3.3 - CHECKPOINT
For each system of equations, the...Ch. 3.3 - Prob. 5CPCh. 3.3 - In a problem 1 and 2 use the indicated row...Ch. 3.3 -
In problem 1 and 2, use the indicated row...Ch. 3.3 - In problem 3 and 4, write the augmented matrix...Ch. 3.3 - In problem 3 and 4, write the augmented matrix...Ch. 3.3 -
In problem 5-10, an augmented matrix for a...Ch. 3.3 - Prob. 6ECh. 3.3 - In problem 5-10, an augmented matrix for a system...Ch. 3.3 - In problem 5-10, an augmented matrix for a system...Ch. 3.3 - In problem 5-10, an augmented matrix for a system...Ch. 3.3 - Prob. 10ECh. 3.3 -
In problem 11-16, use row operations on...Ch. 3.3 -
In problem 11-16, use row operations on...Ch. 3.3 - In problem 11-16, use row operations on augmented...Ch. 3.3 -
In problem 11-16, use row operations on augmented...Ch. 3.3 - Prob. 15ECh. 3.3 - Prob. 16ECh. 3.3 -
In problem 17- 20, a system of linear equations...Ch. 3.3 -
In problem 17- 20, a system of linear equations...Ch. 3.3 - In problem 17- 20, a system of linear equations...Ch. 3.3 -
In problem 17- 20, a system of linear equations...Ch. 3.3 - Prob. 21ECh. 3.3 - Prob. 22ECh. 3.3 - Prob. 23ECh. 3.3 - In systems of equations in problem 23 – 36 may...Ch. 3.3 - Prob. 25ECh. 3.3 - Prob. 26ECh. 3.3 - Prob. 27ECh. 3.3 -
In systems of equations in problem 23 – 36 may...Ch. 3.3 - Prob. 29ECh. 3.3 - In systems of equations in problem 23 – 36 may...Ch. 3.3 - Prob. 31ECh. 3.3 - In systems of equations in problem 23 – 36 may...Ch. 3.3 - Prob. 33ECh. 3.3 - Prob. 34ECh. 3.3 - Prob. 35ECh. 3.3 - Prob. 36ECh. 3.3 - Prob. 37ECh. 3.3 - Prob. 38ECh. 3.3 - Prob. 39ECh. 3.3 - Prob. 40ECh. 3.3 - Prob. 41ECh. 3.3 - Prob. 42ECh. 3.3 - Prob. 43ECh. 3.3 - Prob. 44ECh. 3.3 - 45. Nutrition A preschool has Campbell’s Chunky...Ch. 3.3 -
46. Ticket sales A 3500-seat theatre sells...Ch. 3.3 -
47. Investment A man has $235,000 invested in...Ch. 3.3 -
48. Loans A bank lent $1.2 million for the...Ch. 3.3 -
49. Car rental patterns A car rental agency in...Ch. 3.3 -
50. Nutrition A psychologist studying the...Ch. 3.3 - 51. Nutrition The following table gives the...Ch. 3.3 -
52. Investment A brokerage house offers three...Ch. 3.3 -
53. Investment Suppose that portfolios I and II...Ch. 3.3 - 54. Nutrition Each ounce of substance A supplies...Ch. 3.3 - 55. Nutrition A glass of skim milk supplies 0.1 mg...Ch. 3.3 -
56. Transportation The King Trucking Company has...Ch. 3.3 - Nutrition A botanist can purchase plant food of...Ch. 3.3 - Traffic flow In the analyst of traffic flow, a...Ch. 3.3 - Nutrition Three different bacteria are cultured in...Ch. 3.3 - Irrigation An irrigation system allows water to...Ch. 3.3 - Investment An investment club has set a goal to...Ch. 3.3 - A trust account client has to be invested. The...Ch. 3.3 - 63. Investment A brokerage house offers three...Ch. 3.4 - [Type here]
CHECKPOINT
Are the matricesand...Ch. 3.4 - Prob. 2CPCh. 3.4 - Prob. 3CPCh. 3.4 - [Type text]
If is a matrix and is its inverse,...Ch. 3.4 - Prob. 2ECh. 3.4 - Prob. 3ECh. 3.4 - Prob. 4ECh. 3.4 - [Type text]
In Problems 5-10, find the inverse...Ch. 3.4 - [Type text]
In Problems 5-10, find the inverse...Ch. 3.4 - Prob. 7ECh. 3.4 - Prob. 8ECh. 3.4 - Prob. 9ECh. 3.4 - Prob. 10ECh. 3.4 - Prob. 11ECh. 3.4 - Prob. 12ECh. 3.4 - Prob. 13ECh. 3.4 - Prob. 14ECh. 3.4 - [Type here]
In Problems 15-20, find the inverse...Ch. 3.4 - Prob. 16ECh. 3.4 - Prob. 17ECh. 3.4 - [Type here]
In Problems 15-20, find the inverse...Ch. 3.4 - Prob. 19ECh. 3.4 - Prob. 20ECh. 3.4 - Prob. 21ECh. 3.4 - Prob. 22ECh. 3.4 - [Type here]
In Problems 23-26, the inverse of...Ch. 3.4 - [Type here]
In Problems 23-26, the inverse of...Ch. 3.4 - [Type here]
In Problems 23-26, the inverse of...Ch. 3.4 - [Type here]
In Problems 23-26, the inverse of...Ch. 3.4 - Prob. 27ECh. 3.4 - [Type here]
28. Use the inverse found in Problem...Ch. 3.4 - Prob. 29ECh. 3.4 - Prob. 30ECh. 3.4 - [Type here]
In Problems 29-32, use inverse...Ch. 3.4 - [Type here]
In Problems 29-32, use inverse...Ch. 3.4 - Prob. 33ECh. 3.4 - Prob. 34ECh. 3.4 - Prob. 35ECh. 3.4 - Prob. 36ECh. 3.4 - Prob. 37ECh. 3.4 - Prob. 38ECh. 3.4 - Prob. 39ECh. 3.4 - Prob. 40ECh. 3.4 - Prob. 41ECh. 3.4 - Prob. 42ECh. 3.4 - Prob. 43ECh. 3.4 - Prob. 44ECh. 3.4 - Prob. 45ECh. 3.4 - Prob. 46ECh. 3.4 - Prob. 47ECh. 3.4 - Prob. 48ECh. 3.4 - Prob. 49ECh. 3.4 - Prob. 50ECh. 3.4 - 51. Competition A product is made by only two...Ch. 3.4 -
52. Demographics Suppose that a government study...Ch. 3.4 -
In Problems 53-63, set up each system of...Ch. 3.4 -
In Problems 53-63, set up each system of...Ch. 3.4 -
In Problems, set up each system of equations and...Ch. 3.4 -
In problems , set up each system of equations...Ch. 3.4 - In Problems 5363, set up each system of equations...Ch. 3.4 - In Problems 5363, set up each system of equations...Ch. 3.4 - In Problems set up each system of equations and...Ch. 3.4 - In Problems set up each system of equations and...Ch. 3.4 - In Problems 53-63, set up each system of equations...Ch. 3.4 - In Problems set up each system of equations and...Ch. 3.5 - CHECKPOINT
The following technology matrix for a...Ch. 3.5 - Prob. 2CPCh. 3.5 - CHECKPOINT
3. Suppose a primitive economy has wood...Ch. 3.5 - Prob. 4CPCh. 3.5 - The following technology matrix for a simple...Ch. 3.5 - For the economy in Problem 1, what industry is...Ch. 3.5 - Prob. 3ECh. 3.5 - Prob. 4ECh. 3.5 - The following technology matrix describes the...Ch. 3.5 - The following technology matrix describes the...Ch. 3.5 - Prob. 7ECh. 3.5 - Prob. 8ECh. 3.5 - Prob. 9ECh. 3.5 - Prob. 10ECh. 3.5 - Suppose a primitive economy consists of two...Ch. 3.5 - Suppose an economy has two industries, agriculture...Ch. 3.5 - Prob. 13ECh. 3.5 - Prob. 14ECh. 3.5 - Suppose the economy of an underdeveloped country...Ch. 3.5 - Suppose a simple economy with only an agricultural...Ch. 3.5 - Prob. 17ECh. 3.5 - An underdeveloped country has an agricultural...Ch. 3.5 - A simple economy has an electronic components...Ch. 3.5 - Prob. 20ECh. 3.5 - A primitive economy consists of a fishing industry...Ch. 3.5 - An economy has a manufacturing industry and a...Ch. 3.5 - Prob. 23ECh. 3.5 - Prob. 24ECh. 3.5 - Prob. 25ECh. 3.5 - Interdepartmental costs Within a company is a...Ch. 3.5 - Suppose that an economy has three industries...Ch. 3.5 - Prob. 28ECh. 3.5 - Suppose that the economy of a small nation has an...Ch. 3.5 - Suppose an economy has the same technology matrix...Ch. 3.5 - Suppose that a simple economy has three...Ch. 3.5 - Prob. 32ECh. 3.5 - Problems 33-38 refer to closed Leontief models....Ch. 3.5 - Problems 33-38 refer to closed Leontief models....Ch. 3.5 - Problems 33-38 refer to closed Leontief models....Ch. 3.5 - Problems 33-38 refer to closed Leontief models....Ch. 3.5 - Problems 33-38 refer to closed Leontief models....Ch. 3.5 - Problems 33-38 refer to closed Leontief models.
A...Ch. 3.5 - Prob. 39ECh. 3.5 - Card tables are made by joining legs and a top...Ch. 3.5 - Prob. 41ECh. 3.5 - A log carrier has a body made from a -ft length of...Ch. 3 - Use the matrices below a needed to complete...Ch. 3 - Use the matrices below a needed to complete...Ch. 3 - Prob. 3RECh. 3 - Prob. 4RECh. 3 - Prob. 5RECh. 3 - Prob. 6RECh. 3 - Prob. 7RECh. 3 - Prob. 8RECh. 3 - Prob. 9RECh. 3 - Prob. 10RECh. 3 - Prob. 11RECh. 3 - Prob. 12RECh. 3 - Prob. 13RECh. 3 - Prob. 14RECh. 3 - Prob. 15RECh. 3 - Prob. 16RECh. 3 - Prob. 17RECh. 3 - Prob. 18RECh. 3 - Prob. 19RECh. 3 - Prob. 20RECh. 3 - Prob. 21RECh. 3 - Prob. 22RECh. 3 - Prob. 23RECh. 3 - Prob. 24RECh. 3 - Prob. 25RECh. 3 - Prob. 26RECh. 3 - Prob. 27RECh. 3 - Prob. 28RECh. 3 - Prob. 29RECh. 3 - Prob. 30RECh. 3 - In Problems 30-36, solve each system using...Ch. 3 - Prob. 32RECh. 3 - In Problems 30-36, solve each system using...Ch. 3 - Prob. 34RECh. 3 - Prob. 35RECh. 3 - Prob. 36RECh. 3 - Prob. 37RECh. 3 - Prob. 38RECh. 3 - Prob. 39RECh. 3 - Prob. 40RECh. 3 - Prob. 41RECh. 3 - Prob. 42RECh. 3 - Prob. 43RECh. 3 - Prob. 44RECh. 3 - Prob. 45RECh. 3 - Prob. 46RECh. 3 - Prob. 47RECh. 3 - Prob. 48RECh. 3 - The Burr Cabinet Company manufactures bookcases...Ch. 3 - Prob. 50RECh. 3 - A small church choir is made up of men and women...Ch. 3 - Manufacturing Two departments of a firm, and ,...Ch. 3 - Prob. 53RECh. 3 - Investment A woman has to invest. She has decided...Ch. 3 - Nutrition A biologist is growing three different...Ch. 3 - Transportation An airline company has three types...Ch. 3 - Economy models An economy has a shipping industry...Ch. 3 - Economy models A simple economy has a shoe...Ch. 3 - Economy models A look at the industrial sector of...Ch. 3 - Economy models Suppose a closed Leontief model for...Ch. 3 - Prob. 1TCh. 3 - Prob. 2TCh. 3 - Prob. 3TCh. 3 - Prob. 4TCh. 3 - Prob. 5TCh. 3 - Prob. 6TCh. 3 - Prob. 7TCh. 3 - Prob. 8TCh. 3 - Prob. 9TCh. 3 - Prob. 10TCh. 3 - Prob. 11TCh. 3 - Prob. 12TCh. 3 - Prob. 13TCh. 3 - Prob. 14TCh. 3 - Suppose that the solution of an investment problem...Ch. 3 - Prob. 16TCh. 3 - Prob. 17TCh. 3 - Prob. 18TCh. 3 - Prob. 19TCh. 3 - Prob. 20TCh. 3 -
21. Suppose the technology matrix for a closed...Ch. 3 -
Use the following information in Problem ...Ch. 3 -
Use the following information in Problem ...Ch. 3 - Prob. 24TCh. 3 - Prob. 1EAGP1Ch. 3 - Prob. 2EAGP1Ch. 3 - Prob. 3EAGP1Ch. 3 - Prob. 4EAGP1Ch. 3 - Prob. 5EAGP1Ch. 3 - Prob. 6EAGP1Ch. 3 - Prob. 7EAGP1Ch. 3 - Prob. 1EAGP2Ch. 3 - Prob. 2EAGP2Ch. 3 - Prob. 3EAGP2Ch. 3 - Prob. 4EAGP2
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