Question: 6. For the model ARMA(2,2) with AR(2) cj 0.7 0.1i , and MA(2) cj 0.2 0.6i: (i) Find a(B) and b(B), (ii) simulate
6. For the model ARMA(2,2) with AR(2) cj 0.7 ± 0.1i , and MA(2) cj 0.2 ± 0.6i:
(i) Find a(B) and b(B), (ii) simulate and plot the data, (iii) how is it known the model is invertible and stationary?
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