acofield975
22.02.2021 •
Mathematics
If {xt } is stationary with E [xt] = 0 and corr(xt , xt −1) = rho1, show that the best linear predictor of xt based on xt −1 is rho1xt −1. (You will need to use calculus to do this problem. Here are some hints. First, define the random variables Y = xt , X = xt −1. Consider any linear predictor Yˆ = a + bX , where a and b are any numbers. Consider the mean squared forecasting error, MSE = E [Y − Yˆ] 2 = E [Y − (a + bX )]2.
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Ответ:
I am taking the test right now, and am looking for my answer, but all i know is that for part A it would most likely be a dot plot, and for part B you start out by drawing a horizontal line, make sure its labeled at the bottom and has an appropriate frequency based on the data set.
Step-by-step explanation: