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

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
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
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
Expert Solution
steps

Step by step

Solved in 3 steps with 21 images

Blurred answer
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman