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Consider the time series model where (i) Is this a stationary time

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Consider the time series model

y_1=10+0.5y_{t-1}+\varepsilon _t

where \varepsilon _t\sim N\left [ 0,1 \right ]

(i) Is this a stationary time series?
(ii) What are the mean and variance of the time series?
(iii) Calculate the autocorrelation function.
(iv) Plot the correlogram. 


Posted on : 2024-04-24 22:10:46 | Author : Abha Shine | View : 3





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Degree : MASTER DEGREE PROGRAMMES
Course Name : M.Sc. (Applied Statistics)
Course Code : MSCAST
Subject Name : Statistical Quality Control and Time Series Analysis
Subject Code : MST 14
Year : 2023





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A manufacturer of men’s jeans purchases zippers in lots of 500. The jeans manufacturer uses single-sample acceptance sampling with a sample size of 10 to determine whether to accept the lot. The manufacturer uses c = 2 as the acceptance number. Suppose 3% nonconforming zippers are acceptable to the manufacturer and 8% nonconforming zippers are not acceptable. Find

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Consider the time series model

y_1=10+0.5y_{t-1}+\varepsilon _t

where \varepsilon _t\sim N\left [ 0,1 \right ]

(i) Is this a stationary time series?
(ii) What are the mean and variance of the time series?
(iii) Calculate the autocorrelation function.
(iv) Plot the correlogram. 


The R- chart is suitable when subgroup size is greater than 10.


Consider the time series model

y_{1}=10+0.5y_{t-1}-0.8y_{t-2}+\varepsilon _{1}

Where \varepsilon _{1}-N\left [ 0,1 \right ]
(i) Is this a stationary time series?
(ii) What are the mean and variance of the time series?
(iii) Calculate the autocorrelation function.
(iv) Plot the correlogram. 


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