Please could someone explain the process of using a cubic spline function - question 3 in the chapter 12 questions has confused me - seems like theyve just added on sum(theta_j beta_j), but i don't understand the thought behind this:

i thought the cubic spline was f(x)=alpha_0+alpha_1x+ sum(theta_j beta_j) - where has the first part of this gone?

Thanks,

Molly]]>

Have just had a thought - when calculating the standardized deviations test, can the percentages used in the expectation calculations change?

Ie for the interval (0inf, -3) -> (3, inf) we use 0, 0.02m, 0.14m, ... in our calculations of the expectation - would this change if the interval changes? Does anyone know where i could find the new percentages?

Thanks

Molly]]>

am struggling on this part of the CMP chapter 13 - time series 1 "the PACF of an MA(1) process behaves like the ACF of an AR(1) process, and the PACF of an AR(1) process behaves like the ACF of an MA(1) process"

It sounds like this is fairly obvious, but i dont understand why this is the case. Can anyone explain please?

Thanks so much]]>

Thanks!!]]>

Am just doing this question, to answer i used A=p_ij*lamda_i, therefore was able to obtain the probability matrix P from A for all non diagonal elements by A_ij/lambda_i and then for the diagonals just took whatever value would satisfy the requirement for rows to add to 1. But the answer is wrong, and the notes do a much longer and different method using kolmogorovs equations - does anyone understand why my method isnt valid?

Thanks,]]>

Why is this the case and in what circumstances would it apply? Is it because an autoregressive processes only has one white noise/ error term and will always be invertible (which is good for statistical packages). Or is it because it is more common for a time series to have the features of an...

Time Series -Chap13: "Autoregressive Model more convenient than Moving Average"]]>

Has anyone found an example/ question involving filtrations? I understand the concept, but would really like if I could just see an example in practice.

Thanks,]]>

Please could someone clear something up for me?

On page 167 it says the observed waiting time v is alos denoted E^C_X. But on page 170 of the CMP under the section "Links to the two state markov model" it suggests that E[V]=E^C_X. Please could someone clarify which one is true, and let me know if im missing something?

Thanks,]]>

CT4 2009 April 8]]>

Please see below solution using the method given in mentioned examiner's report of April 2016 and sept 2017 :

exp(0.15)/exp(-0.035)=exp(0.185)=1.20321 (A)...

CT4 september 2016 question 10 ii]]>

April 2017 Question 9 v and vi]]>

Could anyone please explain how the graph has been prepared for this question - Part iv?]]>

All we are given is that we "it tends to break down once a day".

Could some one explain how we arrived at this "1".

Thank you.]]>