Page 1 of 1

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 t

Posted: Mon Jul 11, 2022 11:17 am
by answerhappygod
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 T 1
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 T 1 (94.3 KiB) Viewed 34 times
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? (iii) Y₁ = 0.4Y₁-1-0.3 Y₁-2 +0.6e₁ - 0.5e₁-1. (v) Y₁ = 15 + 2Y₁-1-1.3Y₁-2 +0.3Y₁-3 + e -0.3e-1 +0.6e₁-2 |