Assume that 100 observations from the ARMA(1,1) model gave the following estimates: O 0 D V\ar .Xt / D 10; O1 D Corr\.Xt
Posted: Mon Jul 11, 2022 11:38 am
Assume that 100 observations from the ARMA(1,1) model gave thefollowing estimates:O 0 D V\ar .Xt / D 10; O1 D Corr\.Xt ; Xt1/ D 0:5; and O2 DCorr\.X2; Xt2/ D 0:4:Find the method of moments estimates of , and 2a: