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.

table 1

step-by-step explanation:

1-16

2-32

4-64

8-128

all multiples of 16

b

step-by-step explanation:

b

5x+40

5(x + 8)

7x - 49

7(x - 7)

18x + 9

9(2x + 1)

15x - 10

5(3x - 2)

step-by-step explanation:

for number one all you have to do is factor 5 out of 5x + 40

for number 2 factor 7 out of 7x - 49

for number three factor 9 out of 18x + 9

for number four factor 5 out of 15x - 10

equal to

step-by-step explanation: