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1) Use plot of the stock return and consider the Autocorrelation Function to determine the auto-regressive structure of the data and explain why you think the return is stationary.
2) Use the information in (1) to estimate a univariate auto-regressive (AR) model of the return series (at the minimum estimate an AR(1) or AR(2) model).
3) Save the residuals from the model in (1) and use their square to run an auxiliary regression to test for ARCH.
4) Re-estimate the time series model either correcting for ARCH (using the GLS method in the lectures) or by augmenting the model by one or two dummy variables to correct for non-normality (any large shocks in the stock return).
Can you explain Honorarium? Ans: Honorarium is a remuneration for work performed which is intermittent or occasional in character and either so laborious or of such special
The devices in power system shown in Figure 2 have the following ratings: G1 : 100 MVA, 13.8 kV grounded Y, X” = 0.15 pu, X2 = 0.015 pu Xo = 0.05 pu G2 : 50 MVA, 20.0 kV grounded
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what is use of dummy coil in DC m/c????
The subsequent voltage-source multiplying DAC is to be utilized to convert the digital data stream "11" and "01" to an analog signal. It has 2-bit inputs and hence is capable of c
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DI Disable Interrupts Instruction The interrupt enable flip flop is reset and all the interrupts of 8085 microprocessors except TRAP are disabled . the instruction form
What is memory mapping? The assignment of memory addresses to several registers in a memory chip is known as memory mapping.
1. Derive the necessary formula/method to determine the effective value or RMS of a triangular wave. Use either a similar method to the class example of the RMS determination
Q. Show Steady-State Sinusoidal Analysis with PSpice PSpice can easily solve steady-state ac circuits for currents and voltages. Ac voltage sources, which must begin with the l
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