Let {x} be an ARIMA process (2,1,0) given by: (1-0.8B +0.25B²) VX₁ = Zt {Z}~WN(0,1) Determine the forecast function g(h) = PnXn+h

Advanced Engineering Mathematics
10th Edition
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Chapter2: Second-order Linear Odes
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Let {x} be an ARIMA process (2,1,0) given by:
(10.8B+0.25B²)VXt = Zt {Z}~WN(0,1)
Determine the forecast function g(h) = PnXn+n h>
Transcribed Image Text:Let {x} be an ARIMA process (2,1,0) given by: (10.8B+0.25B²)VXt = Zt {Z}~WN(0,1) Determine the forecast function g(h) = PnXn+n h>
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