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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).
having looked at the circuit, i first wanted to start my frequency from 0 and plot for 10000 to 20000. so in matlab i used f = 0:10000:20000; but the equation for frequency is f= 1
what is signal analysis
what is capacitance
Now you have to digitally implement this circuit. Compute a difference equation which if you implement will behave exactly like this circuit.
Explain in detail the operation of 8255 in mode1 taking suitable example. In mode1, Ports A and B are programmed as input or output ports and Port C is used for handshaking.
What is Capacitor - A capacitor is an electrical device that is used to kept electrical energy. - The unit of capacitance is Farad. The symbol of capacitance is C.
Parallel rlc circiut with a variable cap connected in series with a resistor
subranging ADC is a modification
In the previous two years, a lot of innovation has come in the mobile computing world. Apple has launched very imaginative mobile phone, iphone and ipad along with app store. Googl
Question: a) Describe two mechanisms by which electrons can be excited from the valence band to the conduction band? b) Given that the direct-band gap energy for Gallium N
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