(a) xt = 8/3 xt−1 + xt−2 + wt + 7/6wt−1 + 1/3wt−2
Engineering, 18.02.2020 01:55 chodister353
For the following three models,
(a) xt = 8/3 xt−1 + xt−2 + wt + 7/6wt−1 + 1/3wt−2
(b) xt = 2/3 xt−1 + wt + 5/2wt−1 + wt−2
(c) xt = 9/4 xt−1 + 9/4 xt−2 + wt − 3wt−1 + 1/9wt−2 − 1/3wt−3
address the following:
• Check for parameter redundancy.
• What are the values of p and q for the ARMA(p, q) model?
Answers: 1
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You know the right answer?
For the following three models,
(a) xt = 8/3 xt−1 + xt−2 + wt + 7/6wt−1 + 1/3wt−2
(a) xt = 8/3 xt−1 + xt−2 + wt + 7/6wt−1 + 1/3wt−2
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