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
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Question
P3
![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.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F75f6df43-99e5-49ed-a68c-ec07e10ce1e5%2F1f49eed2-a648-41c3-a007-c5bfc45a4435%2Fmxqm0tj_processed.jpeg&w=3840&q=75)
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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