Exercises
Mix and Match
Match each definition on the left with its mathematical expression on the right.
| 1. Change in the value of the response | (a) Y10, Y11, Y12, Y13, Y14 |
| 2. Value of the response in the previous time period | (b) b0 + b1 t |
| 3. Values averaged in a five-term moving average | (c) β0 + β1 Yt − 1 + β2 Yt − 2 + β3 Yt − 3 |
| 4. Exponentially weighted moving average | (d) Yt − Yt − 1 |
| 5. Equation of a model that fits a linear trend | (e) β0 + β1 Yt − 1 |
| 6. Equation of a fourth-degree polynomial model | (f) 2(1 − corr(et, et − 1)) |
| 7. Equation of a first-order autoregression | (g) w St − 1 + (1 − w) Yt |
| 8. Equation of an AR(3) model | (h) corr(et, et − 1) |
| 9. Alternative equation for the Durbin-Watson statistic | (i) Yt − 1 |
| 10. Autocorrelation ... |
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