BIOL 335 Study Guide - Midterm Guide: U.S. Route 25E, Stochastic Process, Autocovariance
Document Summary
You can bring a calculator with a single or double-line display. There are 7 pages (including this one) and 5 questions on the exam. Terminology and notation: stationarity means "second-order" stationarity, {zt} denotes a white noise process with mean zero and variance 2, unless stated otherwise, b is the backward shift operator; d denotes the di erence operator at lag d. For a sequence of random variables x1, x2, . , xn, the variance of the sum is given by. If you make a mistake, indicate your answers clearly in the margin. Ambiguous responses will be considered incorrect: (2 marks) suppose we de ne the stochastic process {xt} by. Xt = xt 1 + zt, where e (zt) = 1 for all t and x1 = z1. This model can be written as an arma(p, q) model, where the order (p, q) is (a) (9, 1) (b) (9, 4) (c) (4, 9) (d) (10, 4) (e) (4, 10)
