Identify the following as certain multiplicative seasonal ARIMA models and find out whether they are invertible and stationary. a) z₁ = 0.5z+1+Z+ -4 -0.5Z+-5 + w₁¯ z= t t-1 -0.3W-1 ²t - 13 + W₂ - 0.5w -0.5w + 0.25w t-1 t-12 t-13 b) z=-1-12-13

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Identify the following as certain multiplicative seasonal ARIMA models
and find out whether they are invertible and stationary.
a) z₁ = 0.5z+1+Z+ -4 -0.5Z+-5 + w₁¯
z=
t
t-1
-0.3W-1
²t - 13 + W₂ - 0.5w
-0.5w
+ 0.25w
t-1
t-12
t-13
b) z=-1-12-13
Transcribed Image Text:Identify the following as certain multiplicative seasonal ARIMA models and find out whether they are invertible and stationary. a) z₁ = 0.5z+1+Z+ -4 -0.5Z+-5 + w₁¯ z= t t-1 -0.3W-1 ²t - 13 + W₂ - 0.5w -0.5w + 0.25w t-1 t-12 t-13 b) z=-1-12-13
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