A seasonal ARMA model can be written as X₁ = Xt-12 + Zt+ 0 Zt-24. Determine which of the following statements about this model are true. a. The model can be identified as SARIMA (0,0,0)(2, 0, 1)12. b. To assure stationarity of the model, the absolute value of the parameter O must be strictly less than 1. c. The model can be identified as SARIMA (1,0,2)(0, 0, 0)12. d. The model can be identified as SARIMA (0,0,0)(1, 0, 2)12. Oe. To determine that the model is stationary, one checks that the roots of the polynomial (z) = 1 - z 12 are outside the unit circle Izl> 1.
A seasonal ARMA model can be written as X₁ = Xt-12 + Zt+ 0 Zt-24. Determine which of the following statements about this model are true. a. The model can be identified as SARIMA (0,0,0)(2, 0, 1)12. b. To assure stationarity of the model, the absolute value of the parameter O must be strictly less than 1. c. The model can be identified as SARIMA (1,0,2)(0, 0, 0)12. d. The model can be identified as SARIMA (0,0,0)(1, 0, 2)12. Oe. To determine that the model is stationary, one checks that the roots of the polynomial (z) = 1 - z 12 are outside the unit circle Izl> 1.
Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter8: Polynomials
Section: Chapter Questions
Problem 21SGR
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