subject
Mathematics, 25.04.2020 01:43 zay179

Consider an MA(1) process:
x_t = ω_t + θω_t-1,
where θ is a parameter.
(a) Derive a formula for the power spectrum of x_t, expressed in terms of θ and ω.
(b) Use arma. spec() to plot the spectral density of x_t for θ > 0 and for θ < 0 (just select arbitrary values).
(c) How should we interpret the spectra exhibited in part (b)?

ansver
Answers: 3

Other questions on the subject: Mathematics

image
Mathematics, 21.06.2019 18:30, starlightmoon213
The measure of one angle of an octagon is two times smaller that of the other seven angles. what is the measure of each angle?
Answers: 3
image
Mathematics, 21.06.2019 18:40, ferny5106
Dexter read 11 science fiction books and 5 history books. lena read 9 science fiction books and 4 history books. compare the students’ ratios of science fiction books to history books. 1. determine the ratios’ form:    science fiction books to history books 2. write the ratios as fractions:    dexter: 115; lena: 94 3. rewrite with a common denominator. 4. compare. 5. answer the question. determine which shows the correct comparison of the ratios for this problem.
Answers: 1
image
Mathematics, 21.06.2019 20:00, Cassandoo
Select the number of ways in which a line and a circle can intersect
Answers: 3
image
Mathematics, 21.06.2019 20:00, mercedespennewp72wea
Evaluate the discriminant of each equation. tell how many solutions each equation has and whether the solutions are real or imaginary. 4x^2 + 20x + 25 = 0
Answers: 2
You know the right answer?
Consider an MA(1) process:
x_t = ω_t + θω_t-1,
where θ is a parameter.
(a) Deri...

Questions in other subjects:

Konu
Mathematics, 11.02.2020 14:37
Konu
Mathematics, 11.02.2020 14:40
Konu
Mathematics, 11.02.2020 14:45
Konu
Mathematics, 11.02.2020 14:46