Question 7 Which of the following autoregressive processes are stationary? In each case, identify the order. (a) z1 = 0.4z-3 + Et (b) z = 0.7z1-1 - 1.2z4-2 + E (c) 24 = -0.2z-1 - 1.2z,-3 +€ (d) 4 = 0.72-1 - 0.2z-2+0.1z-3 +0.4z-4 + E (e) 1 = 21-1 - 2zn-2 + 3z1-3 + 4zt-4 + Et
Question 7 Which of the following autoregressive processes are stationary? In each case, identify the order. (a) z1 = 0.4z-3 + Et (b) z = 0.7z1-1 - 1.2z4-2 + E (c) 24 = -0.2z-1 - 1.2z,-3 +€ (d) 4 = 0.72-1 - 0.2z-2+0.1z-3 +0.4z-4 + E (e) 1 = 21-1 - 2zn-2 + 3z1-3 + 4zt-4 + Et
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
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