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a) Consider an ARMA 1,1 Find the first four weights. process given by c) Let (i) (ii) (iii) b) Classify each of the following models as x=0.7 X₁-12+Z₁ +0.5 Z-12. X=Z₁-1.3z₁_4+0.47₁-8 (1-1.3 B+0.5B²) 1-B¹² x=(1+0.5B z x=0.5 x ₁+z,-0.3z₁-1 SARIMA (p,d,qx P,D,Q), . If x₁=a+bt+s₁+Y₁ where S₁ (YJ) be a stationary process with mean zero and let a and b be constants. is a seasonal component with period 12, show that VV₁2X=(1-B)(1-B¹²)x is stationary. (Hint: Use the fact that the seasonal effect is the same for all times, i.e. SS-12 for all t. )

a) Consider an ARMA 1,1 Find the first four weights. process given by c) Let (i) (ii) (iii) b) Classify each of the following models as x=0.7 X₁-12+Z₁ +0.5 Z-12. X=Z₁-1.3z₁_4+0.47₁-8 (1-1.3 B+0.5B²) 1-B¹² x=(1+0.5B z x=0.5 x ₁+z,-0.3z₁-1 SARIMA (p,d,qx P,D,Q), . If x₁=a+bt+s₁+Y₁ where S₁ (YJ) be a stationary process with mean zero and let a and b be constants. is a seasonal component with period 12, show that VV₁2X=(1-B)(1-B¹²)x is stationary. (Hint: Use the fact that the seasonal effect is the same for all times, i.e. SS-12 for all t. )

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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a) Consider an ARMA 1,1 Find the first four weights. process given by c) Let (i) (ii) (iii) b) Classify each of the following models as x=0.7 X₁-12+Z₁ +0.5 Z-12. X=Z₁-1.3z₁_4+0.47₁-8 (1-1.3 B+0.5B²) 1-B¹² x=(1+0.5B z x=0.5x₁₁+z,-0.3z₁-1 SARIMA (p,d,qx(P,D,Q), . If x₁=a+bt+s₁+Y₁ where S₁ (Y) be a stationary process with mean zero and let a and b be constants. is a seasonal component with period 12, show that VV₁2X=(1-B)(1-B¹²)x is stationary. (Hint: Use the fact that the seasonal effect is the same for all times, i.e. SS-12 for all t. )
Transcribed Image Text:a) Consider an ARMA 1,1 Find the first four weights. process given by c) Let (i) (ii) (iii) b) Classify each of the following models as x=0.7 X₁-12+Z₁ +0.5 Z-12. X=Z₁-1.3z₁_4+0.47₁-8 (1-1.3 B+0.5B²) 1-B¹² x=(1+0.5B z x=0.5x₁₁+z,-0.3z₁-1 SARIMA (p,d,qx(P,D,Q), . If x₁=a+bt+s₁+Y₁ where S₁ (Y) be a stationary process with mean zero and let a and b be constants. is a seasonal component with period 12, show that VV₁2X=(1-B)(1-B¹²)x is stationary. (Hint: Use the fact that the seasonal effect is the same for all times, i.e. SS-12 for all t. )
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