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Consider the ARMA(3,1) model represented by y, – 0.8y,1-0.25y,-2 +0.2y,-3 = e, -1.2e,1. (a) Is it stationary? (b) Is it invertible?

Consider the ARMA(3,1) model represented by y, – 0.8y,1-0.25y,-2 +0.2y,-3 = e, -1.2e,1. (a) Is it stationary? (b) Is it invertible?

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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Consider the ARMA(3,1) model represented by y, – 0.8y,-1 -0.25y,-2 +0.2y,-3 = e, -1.2e,. (a) Is it stationary? (b) Is it invertible?
Transcribed Image Text:Consider the ARMA(3,1) model represented by y, – 0.8y,-1 -0.25y,-2 +0.2y,-3 = e, -1.2e,. (a) Is it stationary? (b) Is it invertible?
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