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2. Show that the AR(3) process Y, = Bo + B,Y,-1 + B,Y,-2 + B3Y,-3 + &, %3D can be written as AY, = Bo+ pY,-1 + 8,AY-1 + 8,AY,-2 + ɛ, where p= B + B, + ßz –1. Find expressions for 8, and 8, in terms of the B's.

2. Show that the AR(3) process Y, = Bo + B,Y,-1 + B,Y,-2 + B3Y,-3 + &, %3D can be written as AY, = Bo+ pY,-1 + 8,AY-1 + 8,AY,-2 + ɛ, where p= B + B, + ßz –1. Find expressions for 8, and 8, in terms of the B's.

Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter1: Fundamental Concepts Of Algebra
Section1.2: Exponents And Radicals
Problem 87E
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2. Show that the AR(3) process Y, = Bo + B,Y,-1 + B,Y,-2 + B3Y,-3 + &, %3D can be written as AY, = Bo+ pY,-1 + 8,AY-1 + 8,AY,-2 + ɛ, where p= B + B, + ßz –1. Find expressions for 8, and 8, in terms of the B's.
Transcribed Image Text:2. Show that the AR(3) process Y, = Bo + B,Y,-1 + B,Y,-2 + B3Y,-3 + &, %3D can be written as AY, = Bo+ pY,-1 + 8,AY-1 + 8,AY,-2 + ɛ, where p= B + B, + ßz –1. Find expressions for 8, and 8, in terms of the B's.
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