Question: For this problem, use the notation of equation (10.7) with q = 0. (a) What is p and what are the estimates 1, . .

For this problem, use the notation of equation (10.7) with q = 0.
(a) What is p and what are the estimates Φ1, . . . , Φp?
(b) What is the estimated covariance matrix of ∈t?
(c) If the model fits adequately, then there should be no residual auto- or cross-correlation. Do you believe that the model does fit adequately?

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Part a For this part we have p 1 and the matrix 1 is given by r y pi r 02139366 ... View full answer

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