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ISYE 6402 UPDATED Exam Questions and CORRECT Answers
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ISYE 6402 UPDATED Exam Questions and CORRECT Answers If the time series YtYt can be represented as trend plus Gaussian white noise with Yt=βt+ϵtYt=βt+ϵt , then its expectation is E( Yt ) = β. - Ans False. It would be E(Yt) = E(βt) + E(εt) = βt + 0. If {Xt} is a stationary process, t...
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