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2. Show that the AR(3) process can be written as Y₁ = B₁ +B₁Y₁₁+ B₂Y₁-2 + B₂Y₁-3 + ε₁ = Bo + pY₁+₁AY_₁ +8₂ AY ₁-2 + &₁ where p = B₁ + B₂ + B3-1. Find expressions for & and 2 in terms of the B's. AY,

2. Show that the AR(3) process can be written as Y₁ = B₁ +B₁Y₁₁+ B₂Y₁-2 + B₂Y₁-3 + ε₁ = Bo + pY₁+₁AY_₁ +8₂ AY ₁-2 + &₁ where p = B₁ + B₂ + B3-1. Find expressions for & and 2 in terms of the B's. AY,

MATLAB: An Introduction with Applications
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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Show that the AR(3) process Y, = Bo + B,Y,-1 + B,Y,-2 + B;Y_3 + E, %3D can be written as AY, = Bo +pY1 + 8,AY-1 + 8,AY,-2 + E, %3D where p= B + B, + B, –1. Find expressions for & and 8, in terms of the B's. 2.
Transcribed Image Text:Show that the AR(3) process Y, = Bo + B,Y,-1 + B,Y,-2 + B;Y_3 + E, %3D can be written as AY, = Bo +pY1 + 8,AY-1 + 8,AY,-2 + E, %3D where p= B + B, + B, –1. Find expressions for & and 8, in terms of the B's. 2.
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