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1. (no R needed) Consider the following causal seasonal model xt = xt-4+ Wt Owt-1 where and are nonzero and the variance of the
1. (no R needed) Consider the following causal seasonal model xt = xt-4+ Wt Owt-1 where and are nonzero and the variance of the Gaussian white noise terms is 2. (a) Identify the values of p, d, q, P, D, Q, s for this SARIMA model. (b) Derive the variance for this SARIMA model.
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Elements Of Chemical Reaction Engineering
Authors: H. Fogler
6th Edition
013548622X, 978-0135486221
