- A Soa Stsm3744 Nov 2020 Exam Memo Word Sign In File Home Insert Design Layout References Mailings Review View Help Te 1 (103.25 KiB) Viewed 90 times
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A SOA- STSM3744 NOV 2020 exam memo - Word Sign in File Home Insert Design Layout References Mailings Review View Help Tell me what you want to do Share : Times New Roma 12 - A A Aa A BIU - sbe X, X? A aty aty. A . 三、四。。 Normal No Spacing Heading 1 Heading 2 Find abc Replace Select Paste . Clipboard Font Paragraph Styles Editing Question 10 [7] 1. Consider a time series model of the form (1 – 1.6B +0.7B2) (1 – 0.8B12)Y=0 (a) Identify the model as a certain seasonal Arima or SARIMA(p,d,q)(P.D,Q), model (b) Expand the model and write it as an equation involving lagged variables. 2. Consider the model ARIMA(0,1,1)>(1,0,1)12. Write an equation to represent this model Page 11 of 13 BB 170% 1753 words Accessibility: Investigate Type here to search HE O - R SA 24°C 7:05 PM 11/10/2021