Suppose we observe x1, · · · , x100, and obtain the sample autocovariances ˆγ(0) = 1382.2, γˆ(1) = 1114.4, γˆ(2) = 591.73 and ˆγ(3) = 96.216. Find the Yule-walker estimates of φ1, φ2, and σ 2 w in the model xt = φ1xt−1 + φ2xt−2 + wt , where wt is Gaussian white noise with variance σ 2 w. Also find 95% confidence intervals for φ1 and φ2. You may use R to help with matrix calculations.

a) 0

step-by-step explanation:

i^413 x i^0 = 0 as any number multiplied by a zero is

happy to

pls mark as brainliest.

there is no graph so i cant sorry

step-by-step explanation:

this is the formula: v = the value of investment at the end of the time period

p = the principal amount (the initial amount invested)

r = the annual interest rate

n = the annual frequency of compounding (how many times a year interest is added)

t = the number of years the money is invested

^ means raise to the power of

no oblique asymptote

step-by-step explanation:

to find the oblique asymptote of f(x)

here numerator has degree 1 and denomintor degree 2

degree of numerator < degree of denominator

hence there is no oblique asymptote

when the degree of the denominator > that of the numerator, we saw that the value in the denominator got so much bigger, so quickly,   giving us a horizontal asymptote of the x-axis. or we can write

f(x) = a polynomial of x + a proper fraction.

in this case only we have oblique asymptotes but not when numerator has less degree.