For the following MA (3) process y t = μ + Ε t + θ 1 Ε t -1 + θ 2 Ε t -2 + θ 3 Ε t -3 , where σ t is a zero mean white noise process with variance σ 2
MA(q) process only has memory of length q. This means that all of the autocorrelation coefficients will have a value of zero beyond lag q. This can be seen by examining the MA equation, and seeing that only the past q disturbance terms enter into the equation, so that if we iterate this equation forward through time by more than q periods, the current value of the disturbance term will no longer affect y. Finally, since the autocorrelation function at lag zero is the correlation of y at time t with y at time t (i.e. the correlation of y_t with itself), it must be one by definition.
A 240V, 10A electric heater is used. Calculate the power consumed by the heater.
The "fetch-decode-execute" cycle in CPU control design refers to the sequence of actions performed for each:
Which is not a datatype of COBOL language
syntax of loops in shell scripting?
In a public blockchain, who can participate in the validation of transactions and creation of new blocks?
A 4 byte IP address = ______ + _______
Which one of the following is an application of Stack Data Structure?
Which of the following is lowest in memory hierarchy?
Which network topology is commonly used in Ethernet local area networks (LANs)?