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ISYE 6402 Final - Part 1 2025/2026 Exam
Questions and Verified Answers |
Already Graded A+
If the time series YtYt can be represented as trend plus Gaussian white noise with
Yt=βt+ϵtYt=βt+ϵt , then its expectation is E( Yt ) = β. - 🧠 ANSWER ✔✔False. It
would be E(Yt) = E(βt) + E(εt) = βt + 0.
If {Xt} is a stationary process, then its autocorrelation function has an expected
value of 0 for lag values greater than 0. - 🧠 ANSWER ✔✔True
A time series generally can be decomposed into three components mt, st and Xt.
Where mt is the trend, st is the seasonality, and Xt is a residual time process after
accounting for trend and seasonality. - 🧠 ANSWER ✔✔True
Var(X+Y)=Var(X)+Var(Y) for any X and Y variables. - 🧠 ANSWER ✔✔FALSE
(The statement would only be true if you knew the two variables were
independent.)
If the mean of a time series doesn't depend on time t, then the time series is
stationary. - 🧠 ANSWER ✔✔False. (While constant mean is a necessary condition
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COPYRIGHT©NINJANERD 2025/2026. YEAR PUBLISHED 2025. COMPANY REGISTRATION NUMBER: 619652435. TERMS OF USE. PRIVACY
STATEMENT. ALL RIGHTS RESERVED
ISYE 6402 Final - Part 1 2025/2026 Exam
Questions and Verified Answers |
Already Graded A+
If the time series YtYt can be represented as trend plus Gaussian white noise with
Yt=βt+ϵtYt=βt+ϵt , then its expectation is E( Yt ) = β. - 🧠 ANSWER ✔✔False. It
would be E(Yt) = E(βt) + E(εt) = βt + 0.
If {Xt} is a stationary process, then its autocorrelation function has an expected
value of 0 for lag values greater than 0. - 🧠 ANSWER ✔✔True
A time series generally can be decomposed into three components mt, st and Xt.
Where mt is the trend, st is the seasonality, and Xt is a residual time process after
accounting for trend and seasonality. - 🧠 ANSWER ✔✔True
Var(X+Y)=Var(X)+Var(Y) for any X and Y variables. - 🧠 ANSWER ✔✔FALSE
(The statement would only be true if you knew the two variables were
independent.)
If the mean of a time series doesn't depend on time t, then the time series is
stationary. - 🧠 ANSWER ✔✔False. (While constant mean is a necessary condition
1
COPYRIGHT©NINJANERD 2025/2026. YEAR PUBLISHED 2025. COMPANY REGISTRATION NUMBER: 619652435. TERMS OF USE. PRIVACY
STATEMENT. ALL RIGHTS RESERVED
