Classify each of the following models as AR(p) or ADL(p, q) indicating the order of each:...

 

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Classify each of the following models as AR(p) or ADL(p, q) indicating the order of each: i) Y=ß+Y +u t 0 t-1 t ii)Y=ß+ßY +BY +BY +u t 0 1t-1 21-2 31-3 t İiI) Y = B + Bß Y + B Y + & X + u t 0 1t-1 2t-2 %3D 1t-1t Classify each of the following models as AR(p) or ADL(p, q) indicating the order of each: i) Y=ß+Y +u t 0 t-1 t ii)Y=ß+ßY +BY +BY +u t 0 1t-1 21-2 31-3 t İiI) Y = B + Bß Y + B Y + & X + u t 0 1t-1 2t-2 %3D 1t-1t

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I Part i can be written as Y Y u t 0 t1 t The first order autoregressive model AR1 i... View the full answer