(a) Determine the stationarity and invertibility of the following vector MA(I) model Z, = (1 – OB)a, where 05 04 O = and Cov[a,] = L4 01 08

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter8: Applications Of Trigonometry
Section8.4: The Dot Product
Problem 12E
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Question 6
(a) Determine the stationarity and invertibility of the following vector MA(1) model
Z, = (1 – OB)a,
where
05 04
and Cov[a,] = L4
0 8
= O
0 1
Transcribed Image Text:Question 6 (a) Determine the stationarity and invertibility of the following vector MA(1) model Z, = (1 – OB)a, where 05 04 and Cov[a,] = L4 0 8 = O 0 1
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