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
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter6: The Trigonometric Functions
Section6.6: Additional Trigonometric Graphs
Problem 78E
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