7/24/2019 Tut 1 2 3 Questions (1)

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UBEQ3013 Time Series Analysis May 2015

UNIVERSITI TUNKU ABDUL RAHMAN

FACULTY OF BUSINESS AND FINACE

ACADEMIC YEAR 2015/2016

TUTORIAL 1, 2 & 3(Questions & Answers)

Discussion Questions

1. Suppos !"#! !" $#%&' (!u() s(%s #(

Day 1 2 3 4

tr 0.0* 0.05 +0.02 +0.01

,#- Ep(ss !" $#%&' (!u() 2 %) !(s o !" op(#!o( L.

,- Ep(ss !" $#%&' (!u() * %) !(s o !" op(#!o( L.

,3- A! !4 7"#! %s !" 8#&u o $#%&' (!u() %) p#(! ,#- #)$ p#(! ,-9

,$- :(%! !" !"%($ $%()3 tr %) !(s o op(#!o(.

2. Ep%) !" 3o)3p! o s!#!%o)#('.

*. Suppos 7 $3%$ !o o$& ou( $#!# #s # $(%!%) (#)$o 7#&;