Answer :
Answer:
Step-by-step explanation:
The variance of the sample mean for an MA(1) process and procedure is in general
[tex]Var(X_{n}) = \frac{1}{n}\sum_{h = -n}^{n}(1-\frac{|h|}{n})\sigma _{n} =\frac{1}{n}(\sigma ^{2}(1+\Theta ^{2})+2(1-\frac{1}{n})\sigma ^{2}\Theta )[/tex]
Thus, in this case, we have Var(Xn) = 0.00172. An approximate 95% confidence interval for μ is then given by
[tex]\bar{x}_{n}\pm \sqrt{Var(\bar{X}_{n})} = 0.157\pm 1.96\sqrt{0.00172} = 0.157\pm 0.081[/tex]
This interval does not involve the value 0, so the data are not compatible with the hypothesis that μ= 0.