Please consider the AR and MA representations and obtain the y or i weights in each sub-question... Obtain the first fou

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Please Consider The Ar And Ma Representations And Obtain The Y Or I Weights In Each Sub Question Obtain The First Fou 1 (19.92 KiB) Viewed 88 times

Please consider the AR and MA representations and obtain the y or i weights in each sub-question... Obtain the first four y weights for the following ARMA(1,2) model: (a) (1 - 0,B)X+ = (1 + 0,8 +02B2)ęt, where $= 0.5, 0, = 0.25, and 62 = 0.3. (b) Obtain the first four a weights for the following ARMA(2,1) model: (1 - 0B - 02B2)X= (1 + 0B)ęt, where 01 = 0.5, 02 = -0.4, and 61 = -0.3