MIDTERM QUIZ 1 VERIFIED MIDTERM QUIZ1 ISYE 6501X
Georgia Career Institute
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MIDTERM QUIZ 1 VERIFIED MIDTERM QUIZ1 ISYE 6501X
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MIDTERM QUIZ 1 VERIFIED MIDTERM QUIZ1 ISYE 6501X
1. Step 3: Estimate the adjusted model with a MA(1) structure for the residuals (and make sure that the MA model actually fits the residuals)
For this example, the R estimate of the model is
Coefficients:
ma1 intercept trend dtx
0.4551 66.2633 0.2423 0.4364
s.e. 0.0753 0.4489 0.0077 0.1421
sigma^2 estimated as 2.381: log likelihood = -185.38, aic = 380.76
2. Step 4: Model diagnostics, (not shown here), suggested that ...
Exam (elaborations)
MIDTERM QUIZ 1 VERIFIED MIDTERM QUIZ1 ISYE 6501X
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MIDTERM QUIZ 1 VERIFIED MIDTERM QUIZ1 ISYE 6501X 1. Step 3: Estimate the adjusted model with a MA(1) structure for the residuals (and make sure that the MA model actually fits the residuals) For this example, the R estimate of the model is Coefficients: ma1 intercept trend dtx 0.4551 66.2633 0.2423 0.4364 s.e. 0.0753 0.4489 0.0077 0.1421 sigma^2 estimated as 2.381: log likelihood = -185.38, aic = 380.76 2. Step 4: Model diagnostics, (not shown here), suggested that ...
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