Question: Write out the arima estimation command you would use to estimate the following AR processes: (a) Xt = 1Xt1 + 2Xt2 + 3Xt3 + 4Xt4
Write out the arima estimation command you would use to estimate the following AR processes:
(a) Xt = β1Xt−1 + β2Xt−2 + β3Xt−3 + β4Xt−4 + et
(b) Xt = β1Xt−1 + β2Xt−2 + β3Xt−3 + et
(c) Xt = β1Xt−1 + β4Xt−4 + et
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