Suppose that in a sample of size n = 100 from an AR(1) process with mean u (unknown), 0 = 0.6 and o? = 2.0, we obtain the sample mean X= 0.271. Construct an approximate 95% confidence interval for the...

Time Series problem.

Suppose that in a sample of size n = 100 from an AR(1) process with mean u<br>(unknown),<br>0 = 0.6 and o? = 2.0, we obtain the sample mean X= 0.271. Construct an approximate<br>95% confidence interval for the unknown population mean u. Is this time series data<br>compatible with the null hypothesis H,:µ = 0?<br>

Extracted text: Suppose that in a sample of size n = 100 from an AR(1) process with mean u (unknown), 0 = 0.6 and o? = 2.0, we obtain the sample mean X= 0.271. Construct an approximate 95% confidence interval for the unknown population mean u. Is this time series data compatible with the null hypothesis H,:µ = 0?

Jun 04, 2022

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Suppose that in a sample of size n = 100 from an AR(1) process with mean u (unknown), 0 = 0.6 and o? = 2.0, we obtain the sample mean X= 0.271. Construct an approximate 95% confidence interval for the...

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