Question 4 [25 Marks] (a) Identify each of the models below as a specific ARIMA model. That is, what are p, d, and q. an

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Question 4 25 Marks A Identify Each Of The Models Below As A Specific Arima Model That Is What Are P D And Q An 1 (21.31 KiB) Viewed 81 times

Question 4 [25 Marks] (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 o's and e's? (1) Y, = 0.6Y-1 +0.2%;-2 + 9. (ii) Y₁ = Y₁-1 + e - 0.8et-1- (iii) Y = 0.4Y-1 -0.3%-2-0.6e, -0.5er-1. (iv) (1-B)²Y = (1 -0.6B)e,. (v) Y = 15+ 2Y-1-1.3-2 +0.3Y-3 + e -0.3e-1 +0.6e-2 (2 marks each = 10 marks)