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Determine which of the following time series are stationary and which of the following time series are invertible. Show your reasons. a) x= 0.9 X-1 + 10+ш+ 0.25ш-1 - 0.10u-2 x+= 1.6x+-1 -0.6 X+-2 + ut x=25 +u+ 0.4ш4-1 - 0.77-2 b) c) d) e) x+= 0.9 X+-1 +0.2 X+-2 + 1.5 + 0.7514-1 XXt-1+U

Determine which of the following time series are stationary and which of the following time series are invertible. Show your reasons. a) x= 0.9 X-1 + 10+ш+ 0.25ш-1 - 0.10u-2 x+= 1.6x+-1 -0.6 X+-2 + ut x=25 +u+ 0.4ш4-1 - 0.77-2 b) c) d) e) x+= 0.9 X+-1 +0.2 X+-2 + 1.5 + 0.7514-1 XXt-1+U

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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Determine which of the following time series are stationary and which of the following time series are invertible. Show your reasons. a) x= 0.9 X-1 + 10+ш+ 0.25ш-1 - 0.10u-2 x+= 1.6x+-1 -0.6 X+-2 + ut x=25 +u+ 0.4ш4-1 - 0.77-2 b) c) d) e) x+= 0.9 X+-1 +0.2 X+-2 + 1.5 + 0.7514-1 XXt-1+U
Transcribed Image Text:Determine which of the following time series are stationary and which of the following time series are invertible. Show your reasons. a) x= 0.9 X-1 + 10+ш+ 0.25ш-1 - 0.10u-2 x+= 1.6x+-1 -0.6 X+-2 + ut x=25 +u+ 0.4ш4-1 - 0.77-2 b) c) d) e) x+= 0.9 X+-1 +0.2 X+-2 + 1.5 + 0.7514-1 XXt-1+U
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