Recent content by renucrew

Hi sorry for the lack of clarity! Oops that is just meant to be Xt, and the expression just says that the variance of the E(Xt)=0 (that is using the mean as the best estimate) square forecast errors is around 2 if the process is standard normal. The var(e(l)) is correct, the expression...

Hi I've got an ARMA model, and I am struggling to theoretically quantify the benefit of using it to generate forecasts for various lead times, compared to using the mean level of the process. I think the ratio of variance of forecast error using ARMA to variance of forecast error using the mean...

Thanks, Yeah its just normal Cartesian system. Yeah I've looked and only found algorithmic solutions. I think I am probably being stupid, but I was after a mathematical expression that could used in various analyses.

Maybe considering the rectangle to be a line section in the complex plane could help!??!

Hi there, yes i simplified the problem so that one vertex of the rectangle is at the origin and the extents are positive; the length of any line intersecting any rectangle could then be solved by just adjusting the line intercept and gradient to account for the position and orientation if the...

Hi Given a simple linear equation and the extents of a rectangle, is there a neat way of finding the length of the line section that is contained within the rectangle? The only general method i can think of would involve a bunch of conditional statements to determine whether the line...