MIDTERM QUIZ 1 VERIFIED MIDTERM QUIZ1 ISYE 6501X
Georgia Career Institute
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MIDTERM QUIZ 1 VERIFIED MIDTERM QUIZ1 ISYE 6501X
- Exam (elaborations) • 4 pages • 2021
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MIDTERM QUIZ 1 VERIFIED MIDTERM QUIZ1 ISYE 6501X 
 
 
 
 
1.	Step 3: Estimate the adjusted model with a MA(1) structure for the residuals (and make sure that the MA model actually fits the residuals) 
 
For this example, the R estimate of the model is 
 
Coefficients: 
 
	ma1	intercept	trend	dtx 
	0.4551	66.2633	0.2423	0.4364 
s.e.	0.0753	0.4489	0.0077	0.1421 
 
sigma^2 estimated as 2.381: log likelihood = -185.38, aic = 380.76 
 
2.	Step 4: Model diagnostics, (not shown here), suggested that ...
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