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(Xeth,: 3 (H) E - (To Z-) (Zt4nt 6 ZTTH
(Xeth,: 3 (H) E - (To Z-) (Zt4nt 6 ZTTH
MA(D N o s
i's
The enaial equation
t D, tL.-
X =
26 024-1
wh Conatan
z -whi noise
Vaiana - 2
h) =
E (Xeth, X6
3(h)E|(to z-)(Zt4nt 6 Ztth-
E (2 ztth0Zt Zm-1 +9Zth Zt-1
0242tth-1)
EE(2 24h) +E lB z Ztth-1)+E (0 Z12th)
+E l024- 2tth-)
Let h-D 3l)- wt
xtth,t)-/46) h:o
h-T
thl
trunalis
AutD Co Vauana undtin
atu log 1
Prn)
8lo) .
dlH
Plo)-
3to)
Co) t+
O fov all k
i t h-d
+02
ihatt|
is h l l
Fixgt oolu Auto regxessi'pn
AR C1) PrOtos
->0
= X- tZt t 0,t1,.- .
un
wn lorvelatuol
LOrrelattd
a
Sin X; anol Z
is Zelo
2elo
moan
the
The PoOLs
squaing
-E + 2 9 E-
ETY7
E
8,to) -*a,1o)
-)8,to) =a
+
p
EnnSise
E CY)-2c utc
To Gind the
eobune Fois
t erunttaluhg
- ( E L Y - 2 u t ) - - -24+2C=o
2U 2 c > M=C
( E A)-2cut) =2 >0is
is MinijMun P o .
b ELCY-4tx]-£(Y-2Y#)+#«
- 2$() EYIx]+8x)
= LPIx7
Tom ta) 4ako Cd (X) -ElyIx)
whch s mumuxd by $ty) -ElYIX
)E(Y- ElE (4-w)) ]x)
E(Y-ECY1¥) I¥ ) L E ( (y-f)|y
Takng enpecdaDM on
(ts0m b)
botn Sde
ELY-E(YI)e Ely-t ¥)
)Eltvlx)
Gtiven
E ) L0 E(XA
ElXn- |x|
ECnnl) nH1-E(nnt x)+ E(xnylx)
E (
+EE(Yul)-40) |]
Si * - ltlmly)-d()F IYE (Xn lx) x
2
. E 1-$))y |>E|(m-Ebm\P)
n)- E) Yn lY%. n
b)Takinq eoPectation cm botn Siolo
ueg
E Xo1t)E(o-E(mnl»)
C)Byb) tho Minumuu mean Suate
en preaucto O XntH
X1, X2. Xn who X X2
.
ae
No Hn Mia M2
E (Xonlx) - E(Kmi) =
u
d) Suppee dK unbonsto
oY , i-e Ed
(d M= F(Edi-+
2E(EdX - ) (4) 4E ( - )
ov (E ¥i ,E
Z di -
e nolu
onoluuon Ohe
E( XA-ZdXi = 2
E(XnH
2
n-Y) (%- Eai X)E( )
E (-7
) E ( 9a+19 g) E (nt tiS
Sn tE
(Km )..Sn)
Sinte 3... h
is ioluserolent of S,
Xatt
Knt
t3) bruun:
Stmcty Stahona
and E
xE L0
EYis indopenodond g b
Sino t Dh Xt
olisttbutton
nobpenolnt Ohtad EX ed .
(tnȴe) inoperdod b
O tho rintdi bu buton OXtth
x woably StadionaUy
a) a tbztt CZ-2
do Muen ValLu
h 0
4 C* ov (z4-2,Zt-2)
bCov (z .z4)
(b+ )
h 2
bca2
Zt-2)-
be cov ( Zt-2
h +22 cb2
(zt+2-2 Zt)
cb oy
(L°+c)2 ,
1h =o
tth,t) =
b2 ith=12]
o theruoie
is indponolont
ylt) & lth)
hE, iIs vakly 3t atiorovuy
X z los(Ct) +22 Sin (ct)
an
y tth.t) ov(Yth,)
CoV(2tos(clttm))4 Z2 Sin (e (tth),
2 os (ct)+z2 Sin
(¢))
Cos (cltth) (os lCt) Cov (Z) ,Z) t
Co(c (ttm)) sinltt) cov(z11Z2) +
So it S a t Staticraly
c)
y le) E (ze) oslE)+ElSin{ct)
yt+h,t) TO (XE4n e)
(ov(ZColc)+ Zth- Sin tiE>
Zt ((L) tZ-1 Sinltt))
Cos(clHh)) ce3 (ct) Cov (Zeth,z+)
tth,t)
=
Cov (th, Xt
StationaM
e)XE Zo Cos(Ct) »s
uylt) = El20) Cos (tt) =b
XAAonktu Staltonay
anol o t Wacy gtotiou when
C tk ,ke z
)
ly ) =
Ez Z-1
x 4tht) - Cov (Xtth, t)