Question: 8.4 Box, Jenkins, and Reinsell (1994) t a dynamic regression model to data from a gas combustion chamber. The two variables of interest are the

8.4 Box, Jenkins, and Reinsell (1994) ¯t a dynamic regression model to data from a gas combustion chamber. The two variables of interest are the volume of methane entering the chamber (Xt in cubic feet per minute) and the percentage concentration of carbon dioxide emitted (Yt). Each variable is measured once every 9 seconds. Their model is Yt =

(¡0:53 + 0:37B + 0:51B2)B3 1 ¡ 0:57B Xt +

1 1 ¡ 1:53B + 0:63B2 et:

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