1) For each of the following processes, identify it using the notation SARIMA(p, d, q) × (P,D, Q)s. Make sure to specify p-, D-, 0-, and 0- coefficients, if any. (A) Quarterly process {X;}: Xt = 0.5X÷-1 + Xt-4 – 0.5Xt-5 + Zt – 0.3Zț-1 (B) Monthly 0.25Z{-13 {X;}: X; = Xt-1+Xt-12 – Xt-13 +Z¢ – 0.5Z;-1 – 0.5Z;-12 + process (C) Monthly process {Xt}: X¢ = 1.6X¢-1 – 0.7Xt-2 + 0.8Xt-12 – 1.28X;-13 + 0.56X;-14 +

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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.1) For each of the following processes, identify it using the notation
SARIMA(p, d, q) × (P, D, Q)§. Make sure to specify p-, ¤-, 0-, and 0- coefficients, if any.
(A) Quarterly process {Xt}: X¢
= 0.5Xt-1+ Xt-4 – 0.5Xt-5 + Z; – 0.3Zț-1
{X{}:
X; = Xt-1 + Xt-12 - Xt-13 + Zt – 0.5Zt-1 – 0.5Z¢-12 +
(B) Monthly
0.25Z†-13
process
(C) Monthly process {Xt}: Xt = 1.6Xt-1 – 0.7Xt-2 + 0.8X†-12 – 1.28X;-13 + 0.56X†-14 +
3.
Transcribed Image Text:.1) For each of the following processes, identify it using the notation SARIMA(p, d, q) × (P, D, Q)§. Make sure to specify p-, ¤-, 0-, and 0- coefficients, if any. (A) Quarterly process {Xt}: X¢ = 0.5Xt-1+ Xt-4 – 0.5Xt-5 + Z; – 0.3Zț-1 {X{}: X; = Xt-1 + Xt-12 - Xt-13 + Zt – 0.5Zt-1 – 0.5Z¢-12 + (B) Monthly 0.25Z†-13 process (C) Monthly process {Xt}: Xt = 1.6Xt-1 – 0.7Xt-2 + 0.8X†-12 – 1.28X;-13 + 0.56X†-14 + 3.
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