Identify Xị as an ARMA(p,q) process. Namely, find (ø1,..., øp) and (01,...,0q) such that (1 – ø1B – ... – ¢„B")X4 = (1+0B+ · … +0qBª)wt. 0(2) $(2)" Is Xị causal and/or invertible. Justify your answer. Find yx (h) for h > 0. Your answer should be in a closed form. Hint: Consider the relation (z) =

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Identify Xt as an ARMA(p,q) process. Namely, find (ø1,..., ¢p) and (01, ...,Oq) such
that
(1 — Ф1 В — ...— Ф, ВР)X; —D (1+ 01В +:..+0g B9)Wz.
– ø1B
.- 6„B")Xt = (1+01B + … · + 0qBª)w}.
0(2)
$(2)'
Is Xt causal and/or invertible. Justify your answer.
Find yx (h) for h > 0. Your answer should be in a closed form.
Hint: Consider the relation v(z)
Transcribed Image Text:Identify Xt as an ARMA(p,q) process. Namely, find (ø1,..., ¢p) and (01, ...,Oq) such that (1 — Ф1 В — ...— Ф, ВР)X; —D (1+ 01В +:..+0g B9)Wz. – ø1B .- 6„B")Xt = (1+01B + … · + 0qBª)w}. 0(2) $(2)' Is Xt causal and/or invertible. Justify your answer. Find yx (h) for h > 0. Your answer should be in a closed form. Hint: Consider the relation v(z)
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