# Textbook Notes for STA457H1 at University of Toronto St. George (UTSG)

UTSGSTA457H1Zhou ZhouWinter

## Sta457 Chapter 1 Collection Very Good Notes collection taken in Class

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UTSGSTA457H1Zhou ZhouWinter

## Sta457 Chapter 2 Collection Very Good Notes collection taken in Class

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UTSGSTA457H1Zhou ZhouWinter

## STA457H1 Chapter Notes - Chapter 4: Spectral Density, Stater

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UTSGSTA457H1Zhou ZhouWinter

## Sta457 Chapter 3 Collection Very Good Notes collection taken in Class

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UTSGSTA457H1Zhou ZhouWinter

## STA457H1 Chapter Notes -If And Only If

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X (r ,s)=cov[ x r , xs]=e[( x r x (r))(x s x (s))] r , s is. X (t ,t+h) is independent of t for each h. Note: x (h)= x (h ,0)= x (t ,t +h) X (h)=cov [
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UTSGSTA457H1Zhou ZhouWinter

## STA457H1 Chapter Notes - Chapter 6: Autoregressive Integrated Moving Average

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UTSGSTA457H1Zhou ZhouWinter

## Chapter 3.docx

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{xt} is called an arma ( p,q) process ( p 0,q 0) if. X t 1 x t 1 p x t p=zt+ 1 zt 1+ + q zt q( ) ( b)=1 1 b 2 b2 p b p. ( z)=1 1 z p z p 0 z z , z =1.
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UTSGSTA457H1Zhou ZhouWinter

## STA457H1 Chapter Notes - Chapter 5: Asparagine

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X t 1 x t 1 p x t p=zt( ) Multiply x t 1, x t 2, , xt p. E[ xt xt i] 1 e[ xt 1 x t i] p e[ x t p xt i]=e[z t x t i] and take expectation to i=1, , p. I
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