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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).
Q. If a single phase motor fails to run or start slow what action to be taken. Ans: If it is not starting check the supply and test the winding if it found normal check
Q. If an antenna has an available noise power of 1.6 × 10 -15 W in a 1-MHz bandwidth, find the antenna temperature.
Hydraulic analogy
Equipment parameter data: The schematic diagrams for existing substations have to be prepared along with information of power transformer rating and numbers, impedance values,
Q. Explain Source encoding or data compression? The sequence of binary digits from the source encoder, known as the information sequence, is passed on to the channel encoder. T
Q. Determine the bits required for a D/A converter to detect 1-V change when V ref = 15 V.
1. Find the Nyquist rate for the following signals: (a) x(t) = 5 sin 3000Πt cos 4000Πt (b) A binary channel with bit rate 36000 bps is available for PCM voice transmission.
Allocative Efficiency: A neoclassical concept referring to allocation of productive resources (labour, capital, etc.) in a manner that best maximizes well-being (or 'utility') of
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Discuss description of insulating materials on the basis of physical and chemical structure Insulating materials, on the basis of their physical and chemical structure may be d
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