2. Classify the following models as members of the ARIMA(p, d,q) family by For those that are stationary, calculate E[X,], specifying p, d and q. Var(X), σ₁, ½, f₁ and f₂. a. X = 0.7X + e₁ t-1 b. X₁ = = e₁ − 0.8e-1 + 0.3ef-2 c. X = 8+0.7X₁₁₁ + e₁ - 0.8e₁., +0.3e-2 t-1 d. X=6+0.7X₁₁ +0.08X₁-2 +e, t-1 e. X₁ = X₁₁₁ +e, -0.8e-1 +0.3e-2 t-1 - f. X=1.7x0.7X₁.2 + e₁₂ -1 t-2
2. Classify the following models as members of the ARIMA(p, d,q) family by For those that are stationary, calculate E[X,], specifying p, d and q. Var(X), σ₁, ½, f₁ and f₂. a. X = 0.7X + e₁ t-1 b. X₁ = = e₁ − 0.8e-1 + 0.3ef-2 c. X = 8+0.7X₁₁₁ + e₁ - 0.8e₁., +0.3e-2 t-1 d. X=6+0.7X₁₁ +0.08X₁-2 +e, t-1 e. X₁ = X₁₁₁ +e, -0.8e-1 +0.3e-2 t-1 - f. X=1.7x0.7X₁.2 + e₁₂ -1 t-2
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Please assist with the following questions
![2. Classify the following models as members of the ARIMA(p, d,q) family by
For those that are stationary, calculate E[X,],
specifying p, d and q.
Var(X), σ₁, ½, f₁ and f₂.
a. X = 0.7X + e₁
t-1
b. X₁ = = e₁ − 0.8e-1 + 0.3ef-2
c. X = 8+0.7X₁₁₁ + e₁ - 0.8e₁., +0.3e-2
t-1
d. X=6+0.7X₁₁ +0.08X₁-2 +e,
t-1
e. X₁ = X₁₁₁ +e, -0.8e-1 +0.3e-2
t-1
-
f. X=1.7x0.7X₁.2 + e₁₂
-1
t-2](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fba18de34-fc06-47a6-b1ea-c54726b84874%2Fbf0d4c04-fb08-41fb-b00f-7cebd9e5afdc%2Fjpc9t8_processed.png&w=3840&q=75)
Transcribed Image Text:2. Classify the following models as members of the ARIMA(p, d,q) family by
For those that are stationary, calculate E[X,],
specifying p, d and q.
Var(X), σ₁, ½, f₁ and f₂.
a. X = 0.7X + e₁
t-1
b. X₁ = = e₁ − 0.8e-1 + 0.3ef-2
c. X = 8+0.7X₁₁₁ + e₁ - 0.8e₁., +0.3e-2
t-1
d. X=6+0.7X₁₁ +0.08X₁-2 +e,
t-1
e. X₁ = X₁₁₁ +e, -0.8e-1 +0.3e-2
t-1
-
f. X=1.7x0.7X₁.2 + e₁₂
-1
t-2
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