Consider an MA(6) model with θ1 = 0.5, θ2 = −25, θ3 = 0.125, θ4 = −0.0625, θ5 = 0.03125, and θ6 = −0.015625. Find a much simpler model that has nearly the same ψ-weights.
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- Consider an MA(6) model with θ1 = 0.5, θ2 = −25, θ3 = 0.125, θ4 = −0.0625,
θ5 = 0.03125, and θ6 = −0.015625. Find a much simpler model that has nearly the
same ψ-weights.
Step by step
Solved in 2 steps
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