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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. For the mechanical spring-mass-friction system shown in Figure, the differential equation relating the force F(t) and the velocity u(t) is given by where M is themass,D
A 3-phase transmission line is 200km long. The line has a per phase series impedance of 0.25+j0.45 Φ/km and shunt admittance of j7.2ΦS/km. The line delivers 250MVA, at 0.6 lagging
Q. With a neat circuit diagram explain the working of a Hartley oscillator using an npn transistor and obtain the expression for oscillation frequency and for minimum gain for sust
what is operating condition?
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This is a synchronous motor that does not require a special start-up auxiliary motor. The rotor consists of stout copper (or aluminium) conductors arranged in the form of
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i want circuit theory relavant assingment sir please immediately
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