QUESTION 15 An ARMA(O,1) model fit to the second difference of a time series y, is equivalent to which of the following? O MA(1) ARIMA(1,1,0) O ARIMA(O,2,1) ARIMA(1,0,1)

Algebra and Trigonometry (6th Edition)
6th Edition
ISBN:9780134463216
Author:Robert F. Blitzer
Publisher:Robert F. Blitzer
ChapterP: Prerequisites: Fundamental Concepts Of Algebra
Section: Chapter Questions
Problem 1MCCP: In Exercises 1-25, simplify the given expression or perform the indicated operation (and simplify,...
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QUESTION 15
An ARMA(O,1) model fit to the second difference of a time series y, is equivalent to which of the following?
MA(1)
ARIMA(1,1,0)
O ARIMA(O,2,1)
ARIMA(1,0,1)
Transcribed Image Text:QUESTION 15 An ARMA(O,1) model fit to the second difference of a time series y, is equivalent to which of the following? MA(1) ARIMA(1,1,0) O ARIMA(O,2,1) ARIMA(1,0,1)
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