- A Identify Each Of The Models Below As A Specific Arima Model That Is What Are P D And Q And What Are The Values 1 (97.49 KiB) Viewed 111 times
(a) Identify each of the models below as a specific ARIMA model. That is, what are p, d, and q, and what are the values
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(a) Identify each of the models below as a specific ARIMA model. That is, what are p, d, and q, and what are the values
(a) Identify each of the models below as a specific ARIMA model. That is, what are p, d, and q, and what are the values of the parameters p's and 0's? (i) (ii) Yt Y₁ = 0.6Y₁-1 +0.2Yt-2+ et. (v) Yt Y₁ = Yt-1 + et - 0.8et-1. (iii) Y₁ = 0.4Yt-1 -0.3Yt-2 +0.6et 0.3Yt-2 +0.6et - 0.5et-1. (iv) (1 − B)²Y₁ = (1 - 0.6B)et. - Yt Y₁ = 15+ 2Y₁-1-1.3Y₁-2 +0.3Yt-3 +et - 0.3et-1 +0.6et-2