Question: For each of the models (1) (1 ????)???????? = (1 0.5????)???????? (2) (1 ????)???????? = (1 0.2????)???????? (3) (1 0.5????)(1
For each of the models
(1) (1 − ????)???????? = (1 − 0.5????)????????
(2) (1 − ????)???????? = (1 − 0.2????)????????
(3) (1 − 0.5????)(1 − ????)???????? = ????????
(4) (1 − 0.2????)(1 − ????)???????? = ????????
(5) (1 − 0.2????)(1 − ????)???????? = (1 − 0.5????)????????
(a) Obtain the first seven ???????? weights.
(b) Obtain the first seven ???????? weights.
(c) Classify as a member of the class of ARIMA(p,
d, q) processes.
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