The resulted model using backshift notation with backshift operator B , considering ARIMA (2, 1, 1)process. Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series. Backshift operator B is a helpful notational tool when operating with lags in the time series used to create distinctions.

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Answer 1

Question

Chapter 2.10, Problem 42P

a)

Summary Introduction

To determine: The resulted model using backshift notation with backshift operator B , considering ARIMA (2, 1, 1)process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series. Backshift operator B is a helpful notational tool when operating with lags in the time series used to create distinctions.

b)

Summary Introduction

To determine: The resulted model using backshift notation with backshift operator V¯ , considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series. Backshift operator is specifically a helpful notational tool in case of combining differences.

(c)

Summary Introduction

To determine: The resulted model using no backshift notation, considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series.The ARIMA process without backshift notation represents a stationary state.

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Answer 2

Question

Chapter 2.10, Problem 42P

a)

Summary Introduction

To determine: The resulted model using backshift notation with backshift operator B , considering ARIMA (2, 1, 1)process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series. Backshift operator B is a helpful notational tool when operating with lags in the time series used to create distinctions.

b)

Summary Introduction

To determine: The resulted model using backshift notation with backshift operator V¯ , considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series. Backshift operator is specifically a helpful notational tool in case of combining differences.

(c)

Summary Introduction

To determine: The resulted model using no backshift notation, considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series.The ARIMA process without backshift notation represents a stationary state.

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Answer 3

Question

Chapter 2.10, Problem 42P

a)

Summary Introduction

To determine: The resulted model using backshift notation with backshift operator B , considering ARIMA (2, 1, 1)process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series. Backshift operator B is a helpful notational tool when operating with lags in the time series used to create distinctions.

b)

Summary Introduction

To determine: The resulted model using backshift notation with backshift operator V¯ , considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series. Backshift operator is specifically a helpful notational tool in case of combining differences.

(c)

Summary Introduction

To determine: The resulted model using no backshift notation, considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series.The ARIMA process without backshift notation represents a stationary state.

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Answer 4

Question

Chapter 2.10, Problem 42P

a)

Summary Introduction

To determine: The resulted model using backshift notation with backshift operator B , considering ARIMA (2, 1, 1)process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series. Backshift operator B is a helpful notational tool when operating with lags in the time series used to create distinctions.

b)

Summary Introduction

To determine: The resulted model using backshift notation with backshift operator V¯ , considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series. Backshift operator is specifically a helpful notational tool in case of combining differences.

(c)

Summary Introduction

To determine: The resulted model using no backshift notation, considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series.The ARIMA process without backshift notation represents a stationary state.

Expert Solution & Answer

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Answer 5

Chapter 2.10, Problem 42P

a)

Summary Introduction

To determine: The resulted model using backshift notation with backshift operator B , considering ARIMA (2, 1, 1)process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series. Backshift operator B is a helpful notational tool when operating with lags in the time series used to create distinctions.

b)

Summary Introduction

To determine: The resulted model using backshift notation with backshift operator V¯ , considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series. Backshift operator is specifically a helpful notational tool in case of combining differences.

(c)

Summary Introduction

To determine: The resulted model using no backshift notation, considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series.The ARIMA process without backshift notation represents a stationary state.

Answer 6

Chapter 2.10, Problem 42P

a)

Summary Introduction

To determine: The resulted model using backshift notation with backshift operator B , considering ARIMA (2, 1, 1)process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series. Backshift operator B is a helpful notational tool when operating with lags in the time series used to create distinctions.

Answer 7

Chapter 2.10, Problem 42P

a)

Summary Introduction

To determine: The resulted model using backshift notation with backshift operator B , considering ARIMA (2, 1, 1)process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series. Backshift operator B is a helpful notational tool when operating with lags in the time series used to create distinctions.

Answer 8

b)

Summary Introduction

To determine: The resulted model using backshift notation with backshift operator V¯ , considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series. Backshift operator is specifically a helpful notational tool in case of combining differences.

Answer 9

b)

Summary Introduction

To determine: The resulted model using backshift notation with backshift operator V¯ , considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series. Backshift operator is specifically a helpful notational tool in case of combining differences.

Answer 10

(c)

Summary Introduction

To determine: The resulted model using no backshift notation, considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series.The ARIMA process without backshift notation represents a stationary state.

Answer 11

(c)

Summary Introduction

To determine: The resulted model using no backshift notation, considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series.The ARIMA process without backshift notation represents a stationary state.

Answer 12

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Answer 13

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Answer 14

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Answer 15

Ch. 2.4 - Prob. 1P Ch. 2.4 - Prob. 2P Ch. 2.4 - Prob. 3P Ch. 2.4 - Prob. 4P Ch. 2.4 - Prob. 5P Ch. 2.4 - Prob. 6P Ch. 2.4 - Prob. 7P Ch. 2.4 - Prob. 8P Ch. 2.4 - Prob. 9P Ch. 2.6 - Prob. 10P

Solution Summary: The author explains that ARIMA is based on exploiting the autocorrelation structure of a time series.

Concept explainers

To determine: The resulted model using no backshift notation, considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series.The ARIMA process without backshift notation represents a stationary state.

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Chapter 2 Solutions

Solution Summary: The author explains that ARIMA is based on exploiting the autocorrelation structure of a time series.

Concept explainers

To determine: The resulted model using no backshift notation, considering ARIMA process. Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series.The ARIMA process without backshift notation represents a stationary state.

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Chapter 2 Solutions

To determine: The resulted model using no backshift notation, considering ARIMA process.

Introduction: ARIMA is based on exploiting the autocorrelation structure of a time series.The ARIMA process without backshift notation represents a stationary state.