Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.7: Distinguishable Permutations And Combinations
Problem 21E
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Question
Solve both part
![Which of the following processes is stationary?
A) An MA(1) process with 0 = -1.6
B) Y = 58.46 + 1.1Y,-1 + e4
C) IMA(1,1)
D) Y, = + Bịt +e
. If {Y} follows an IM A(1, 1) process, then {VY} follows a(n) . process.
A) ARI(1,1)
B) MA(1)
C) IMA(2,1)
D) ARIMA(0,1,2)](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F536df00b-e2d6-4b48-b7b6-43a86a8f86b6%2Fbc8b0d63-f090-487e-833c-90531d6d4f40%2Fsdi1uzr_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Which of the following processes is stationary?
A) An MA(1) process with 0 = -1.6
B) Y = 58.46 + 1.1Y,-1 + e4
C) IMA(1,1)
D) Y, = + Bịt +e
. If {Y} follows an IM A(1, 1) process, then {VY} follows a(n) . process.
A) ARI(1,1)
B) MA(1)
C) IMA(2,1)
D) ARIMA(0,1,2)
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