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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).
Switched Mode Power Supply (SMPS) Switching mode power supply converts an unregulated DC voltage to a regulated DC output voltage . SMPS stands for switched mode power
what is aphasor
derivation for two watt meter method
PlZ Explain broooooo ..? What is Miller circuit and bootstrap I have xm tomrow and I am not getting answers soo plz.
Consider the network shown in Figure containing a voltage-controlled source producing the controlled current i c = gv, where g is a constant with units of conductance, and the con
does wein bridge can be used for frequency measurement? how it is possible?
10. List the three ways in which an RTOS handles ISRs in a multitasking environment
What is a vector impedance meter? State its application.
A symmetrical fluctuating message, with |f(t)| max = 6.3 V and KCR = 3, is to be encoded by using an encoder that employs an 8-bit natural binary code to encode 256 voltage levels
construction and its working
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