April 2007 Qu10

Discussion in 'CT6' started by Alias, Apr 27, 2009.

  1. Alias

    Alias Member

    Hi

    Does anyone know a simple method to working out part b(ii)? :confused:

    I cant seem to understand the insitute answer and how they have split the autocorrelation function!

    Thanks
     
  2. Hi Alias

    This question is very similar to the example given on pages 35 and 36 of chapter 12 - it's probably worth looking over this first and seeing if this helps.

    Let me know if you're still a bit confused though...!
     
  3. I'm assuming you mean Q10 on the September 2007 paper by the way....
     
  4. Hamilton

    Hamilton Member

    the formula is in the tables

    on page 4 , second order difference equation the top one . Note the quadratic for this is different than the quadratic characteristic equation (the order of the powers is reversed) . Good luck tomorrow we'll need it .
     

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