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5002 0.6567 0.5741 10 0.4269 0. Alg. Using the seed 1111111111 gives the results below. MLE 1 0.557 4 0. The option Transform>Subsequence allows you to pick out the independent subsamples 1-200. and get independent estimates for each of these ten samples of length 200.6 0.562754 0.598 0.548 0.59104 0. The empirical means and variances of the estimators are in good agreement with the asymptotic theory.6 0. Notice that the moment estimator is conveniently calculated in Excel by pasting in the sample ACF at lag 1 and computing the moment estimator from the explicit formula on p.5628 0.4001 0.4611 0. 301-500.4653 0.0 were generated using ITSM.3825 0.6761 0.592 0.005475 0.649853 0.553757 0.6135 3 0.6771 6 0.6 The MLE is clearly best in terms of sample variance and the moment estimator is worst. Simulation rho(1)hat thetahat Moments Innov.46532 0.500208 0.665026 0.3901 0.5581 Sample variance = 0.48 0.5538 0.6 and WNV=1.023704 0.4569 0.5649 0.4238 0.5 3000 observations of a Gaussian MA(1) with coefficient 0.5489 #NUM! 1 0. 146.005 0.6378 9 0.6686 2 0.5909 0.5.4274 0.5521 8 0.6499 0. 2701-2900.6318 0.0032 0.464 0.479966 0.426912 0.665 0.755 0.59342 Asymptotic theory: 0.003502 Sample mean = 0.61 5 0.4859 7 0. ….027606 0.3611 0.5324 0.5103 0.5284 0.676099 0. .

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