8 Identify the following models as ARMA(p, d, q) models, and determine whetherthey are stationary and/or invertible:(a) Y = 0.8Y-1 – 0.15Y_2 + € +Et-1 – 0.3€t-2(b) Y = Yt-1 – 0.5Yt-2+ Et – Et–1(c) Y = 1.5 Y-1 – 0.5Y;_2+ et + 0.5 et–1

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Answered: Identify the following models as…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

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Identify the following models as ARMA(p, d, q) models, and determine whether they are stationary and/or invertible: (a) Y = 0.8Y;–1 – 0.15Y{-2 + &t + €t-1 – 0.3€t-2 (b) Y = Y-1 – 0.5Yt-2 + &t – Et-1 (c) Y; = 1.5 Y,–1 – 0.5Y;-2 + €t + 0.5 et–1