ISS (Statistical Services) Statistics Paper III: Questions 51 - 55 of 96

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Question number: 51

» Econometrics » Autoregressive Linear Regression

Appeared in Year: 2011

Essay Question▾

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Let , - ∞ < t < ∞, where are i, i. d. with and . Show that the process is stationary with correlation.

Explanation

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Question number: 52

» Applied Statistics » Time Series Analysis » Exploratory Time Series Analysis

Appeared in Year: 2011

Essay Question▾

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Give the various steps for finding the variance of the random component using variate difference method. Is F-test used for testing the significance of homogeneity of two successive estimates of variance? If yes, ok, otherwise which ’test can be used? Discuss.

Explanation

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Question number: 53

» Applied Statistics » Index Numbers » Price Relatives and Quantity or Volume Relatives

Appeared in Year: 2010

Short Answer Question▾

Write in Short

What are the three tests of index numbers? Verify whether the following index number satisfies any of these tests:

I=

Where L = Lasperaye’s Price Index Number

P = Paasche’s Price Index Number.

Question number: 54

» Econometrics » Autoregressive Linear Regression

Appeared in Year: 2011

Essay Question▾

Describe in Detail

For the auto-regressive scheme , show that if e is a random variable and the series is long, then

and hence show that, variance of the generated series may be much greater than that of e itself.

Explanation

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Question number: 55

» Applied Statistics » Index Numbers » Income Distribution-Pareto and Engel Curves

Appeared in Year: 2013

Essay Question▾

Describe in Detail

Explaining Pareto’s law of income distribution, show that the elasticity decreases in the number of persons while passing to a higher income class.

Explanation

… (249 more words) …

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