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# Three Time Series Analysis Questions

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Question 1

Suppose E(X) = 2, Var(X) = 9, E(Y)=0, Var(Y)=4 and Corr(X,Y)=0.25. Find:
a) Var(X + Y)
b) Cov(X, X + Y)
c) Corr(X + Y, X - Y)

Question 2
If X and Y are dependent but Var(X) = Var(Y), find Cov(X + Y, X - Y)

Question 3
Suppose Yt = 5 + 2t +Xt, where (Xt) is a zero-mean stationary series with autoco-variance function yk.
a) Find the mean function for {Yt}.
b) Find the autocovarience function for {Yt}.
c) Is {Yt} stationary? Why or why not?

##### Solution Summary

This solution shows step-by-step calculations to determine the variance, covariance, correlation and other properties of time series.

##### Terms and Definitions for Statistics

This quiz covers basic terms and definitions of statistics.

##### Measures of Central Tendency

Tests knowledge of the three main measures of central tendency, including some simple calculation questions.

##### Measures of Central Tendency

This quiz evaluates the students understanding of the measures of central tendency seen in statistics. This quiz is specifically designed to incorporate the measures of central tendency as they relate to psychological research.