Let {yt} be SARIMA(0, 0, 2) × (0, 0, 1)12 with MA coefficients 0.2, 0.3, seasonal MA coefficient 0.5 and et ~ WN(0,0²) with o² = 1. Which of the following equation(s) governs {yt}? Yt = (1 + 0.2L + 0.3Ľ²)(1+0.5L¹²)et ▬ Yt = €t +0.2€t−1+0.3€t_2 +0.5€t-12 +0.1€t-13 + 0.15€t–14 Yt +0.2yt-1+0.3yt 2+0.5yt-12 +0.1yt-13 +0.15yt-14 = €t 12 Yt = (1 + 0.2L + 0.3Ľ² +0.5L¹² +0.1L¹³ +0.15L¹4) et 13
Let {yt} be SARIMA(0, 0, 2) × (0, 0, 1)12 with MA coefficients 0.2, 0.3, seasonal MA coefficient 0.5 and et ~ WN(0,0²) with o² = 1. Which of the following equation(s) governs {yt}? Yt = (1 + 0.2L + 0.3Ľ²)(1+0.5L¹²)et ▬ Yt = €t +0.2€t−1+0.3€t_2 +0.5€t-12 +0.1€t-13 + 0.15€t–14 Yt +0.2yt-1+0.3yt 2+0.5yt-12 +0.1yt-13 +0.15yt-14 = €t 12 Yt = (1 + 0.2L + 0.3Ľ² +0.5L¹² +0.1L¹³ +0.15L¹4) et 13
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter6: Vector Spaces
Section6.7: Applications
Problem 18EQ
Related questions
Question
![1. Let {yt} be SARIMA(0, 0, 2) × (0, 0, 1)12 with MA coefficients 0.2, 0.3, seasonal MA coefficient 0.5
and Et~ WN(0, ²) with o²
=
1. Which of the following equation(s) governs {yt}?
yt = (1+0.2L + 0.3L²)(1+0.5L¹2) et
Yt et +0.2et-1 +0.3€t-2 +0.5et-12 +0.1et-13 +0.15€t-14
Yt +0.2yt-1+0.3yt-2 +0.5yt-12 +0.1yt-13 +0.15yt-14 = €t
Yt = (1+0.2L + 0.3L² +0.5L¹2 +0.1L¹³ +0.15L¹4) et](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F0592e6a8-7158-44fa-977f-32e5505ee6b6%2Fe293175a-eb63-4494-b9bf-ddac48039178%2Fjoqziqj_processed.jpeg&w=3840&q=75)
Transcribed Image Text:1. Let {yt} be SARIMA(0, 0, 2) × (0, 0, 1)12 with MA coefficients 0.2, 0.3, seasonal MA coefficient 0.5
and Et~ WN(0, ²) with o²
=
1. Which of the following equation(s) governs {yt}?
yt = (1+0.2L + 0.3L²)(1+0.5L¹2) et
Yt et +0.2et-1 +0.3€t-2 +0.5et-12 +0.1et-13 +0.15€t-14
Yt +0.2yt-1+0.3yt-2 +0.5yt-12 +0.1yt-13 +0.15yt-14 = €t
Yt = (1+0.2L + 0.3L² +0.5L¹2 +0.1L¹³ +0.15L¹4) et
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