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.

answer is 67%

step-by-step explanation:

6. 104

7. 52/37

8. 2704

9. 140608

10. -52

11. |52|=52

12. 1/52

13. 156

14. 26

15. 40

16. 37

17. -364

18. 53 1/3

19. 50.96

20. 43 2/3

21. 78

22. 50.75

23. 47.63

24. 163.28

25. 10400

26. 338

27. 208

28. 2704 square inches

29. 312 square meters

30. don't know what its asking, tell me so i can tell you

31. 8490.56

32. 52 degrees would be an acute angle

33. 128 degrees

34. 20.8

35. 39

36. 208

i may be incorrect but i believe that her first error was in step one when she multiplyed her equation by 1/4 when she should have divided it by 1/4