Question: 5. For the model ARMA(2,2) with AR(2) cj 0.7 0.1i , and MA(2) cj 0.45, and 0.65: (i) Find a(B) and b(B), (ii) simulate
5. For the model ARMA(2,2) with AR(2) cj 0.7 ± 0.1i , and MA(2) cj −0.45, and 0.65:
(i) Find a(B) and b(B), (ii) simulate and plot the data, (iii) how is it known the model is invertible and stationary?
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
