Question: 8.6 An input (explanatory) time series Xt is shown in Table 8-5. (a) Using equation (8.5), generate three output time series Yt corresponding to the

8.6 An input (explanatory) time series Xt is shown in Table 8-5.

(a) Using equation (8.5), generate three output time series Yt corresponding to the three sets of transfer function weights below.

v1 v2 v3 v4 v5 v6 v7 Set 1 0.2 0.4 0.3 0.1 0.0 0.0 0.0 Set 2 0.0 0.2 0.4 0.3 0.1 0.0 0.0 Set 3 0.0 0.0 0.2 0.5 0.4 0.2 0.1 Assume that Nt is normally distributed white noise with mean 0 and standard deviation 1. Values for Nt may be generated by a computer program or obtained from Table G in Appendix III. How many Yt values can you calculate for each set?

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