Transcription of Answers to Selected Exercises - Statistics
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Answers to Selected Exercises - Statistics
16 Answers to Selected Exercises CHAPTER 1 1. (a) Plugging the polynomial into the requirement mt Y,ajmt-ji we j have k / k / \ J^ciU = >i(5>(* )') 1=0 j M=0 ' k . = ^- ^ 1=0 ^ j Now equate the corresponding coefficients for tl, I = 0,1,.. to ob-tain CO = CO ]P FLJ Cl = Cl ( ^ + j 2 The problem is completed with these equalities. 239 Time Series: Applications to Finance with R and S-PlusKy, Second Edition by Ngai Hang Chan Copyright 2010 John Wiley & Sons, Inc.)
242 ANSWERS TO SELECTED EXERCISES Jen, 50 Jan. 52 Jan, 55 Jan. 57 Jan, 60 Fig. 16.4 Plot of the trend estimate. (d) There is a seasonal cycle of period 12 (months) starting in January
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