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on 02-May-2015 (Sat)

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Flashcard 150890360

Tags
#m249 #mathematics #open-university #statistics #time-series
Question
Consider the multiplicative model Xt = mt × st × Wt .Let Yt denote the time series of logarithms: Yt =log Xt .Then
  • Yt =log Xt
  • Yt= log(mt × st × Wt)
  • Yt= [...] .
Answer
log mt +log st +log Wt

statusnot learnedmeasured difficulty37% [default]last interval [days]               
repetition number in this series0memorised on               scheduled repetition               
scheduled repetition interval               last repetition or drill

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Consider the multiplicative model X t = m t × s t × W t .Let Y t denote the time series of logarithms: Y t =log X t .Then Y t =log X t Y t = log(m t × s t × W t ) Y t = log m t +log s t +log W t .

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Flashcard 150890471

Tags
#m249 #mathematics #open-university #statistics #time-series
Question
With a suitable degree of smoothing — that is, with a suitable choice of the order of the moving average — the moving average provides [...] of the trend component mt ; this is denoted \(\hat{m_t}\)
Answer
an estimate

statusnot learnedmeasured difficulty37% [default]last interval [days]               
repetition number in this series0memorised on               scheduled repetition               
scheduled repetition interval               last repetition or drill

Parent (intermediate) annotation

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With a suitable degree of smoothing — that is, with a suitable choice of the order of the moving average — the moving average provides an estimate of the trend component m t ; this is denoted mt^

Original toplevel document (pdf)

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