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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).
Calculations of sending line voltage
Pinch off Voltage: The current in N-JFET because of a small voltage V DS is described by: I DSS = (2a) W/L (qN d μ n V DS ) In which 2a = channel thickness
Explain junction transistors (npn and pnp). Junction Transistor: This transistor consists of two p-n junctions combined in one crystal as demonstrated in figure below.
need calculation
What is RXD? RXD- Receive Data Input This input pin of 8251A gets a composite stream of the data to be received by 8251A.
Q. Regions of operation in BJT ? Transistor find many applications like amplifier, switch etc. depending upon the polarity and the magnitude of the applied voltages across the
A three-phase transposed line is composed of one ACSR conductor per phase with flat horizontal spacing of 11 meters as shown in Figure (a). The conductors have a diameter of 3.625
The single-phase, 50-kVA, 2400:240-V, 60-Hz, two-winding distribution transformer is connected as a step-up autotransformer, as shown in Figure. Assume that the 240-V winding is pr
Module of the rated currents - transformer: The transformer of the Face(Figure) 2 is a transformer of type Delta-Y (the neutral of Y is grounded). The rated output is of 1500
Q. A voltmeter with a full scale of 100 V has a probable error of 0.1% of full scale. When this meter is employed to measure 100 V, find the percent of probable error that can exis
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