15. For ARIMA(p, d, q)(P, D, Q)s model specified below, what are the values of p, d, q,P, D, Q, and s? (a) (1 – 0.4B + 0.8B²)(1 – Bª)(1 – B)² X:= C + (1 – 0.2B + 1.2B²) & (b) X= C + (1 – 0.4B4 + 0.8B³)(1 – 0.7B) &ț

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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15. For ARIMA(p, d, q)(P, D, Q)s model specified below, what are the values of p, d, q,P,
D, Q, and s?-
(a) (1 – 0.4B + 0.8B?)(1 – B*)(1 – B) X;= C + (1 – 0.2B + 1.2B?) &
(b) X;= C+ (1 – 0.4B4 + 0.8B®(1 – 0.7B) &r
%3D
Transcribed Image Text:15. For ARIMA(p, d, q)(P, D, Q)s model specified below, what are the values of p, d, q,P, D, Q, and s?- (a) (1 – 0.4B + 0.8B?)(1 – B*)(1 – B) X;= C + (1 – 0.2B + 1.2B?) & (b) X;= C+ (1 – 0.4B4 + 0.8B®(1 – 0.7B) &r %3D
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