Question: AR(4) process for quarterly data. For the one-way error component model with remainder disturbances (u_{i t}) following a specialized AR(4) process (u_{i t}=) (ho u_{i,

AR(4) process for quarterly data. For the one-way error component model with remainder disturbances $u_{i t}$ following a specialized AR(4) process $u_{i t}=$ $ho u_{i, t-4}+\epsilon_{i t}$ with \(|ho|

(y -abi,..., Vi4 - Oabi, Yis - labi,..., ViT - abi) (5.21)

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