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

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Question 7
Which of the following autoregressive processes are stationary? In each case, identify
the order.
(a)
z1 = 0.4z1-3 + EL
(b)
z = 0.7z-1 - 1.2z-2+EL
(c)
2 = -0.2z-1 - 1.2z,-3 + €
(d)
Z4 = 0.72-1 - 0.2z,-2+0.1z,-3 +0.4z,-4 + E
(e)
ž1 = 24-1 - 22-2 + 3z-3 +4z-4 +€t
Transcribed Image Text:Question 7 Which of the following autoregressive processes are stationary? In each case, identify the order. (a) z1 = 0.4z1-3 + EL (b) z = 0.7z-1 - 1.2z-2+EL (c) 2 = -0.2z-1 - 1.2z,-3 + € (d) Z4 = 0.72-1 - 0.2z,-2+0.1z,-3 +0.4z,-4 + E (e) ž1 = 24-1 - 22-2 + 3z-3 +4z-4 +€t
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