Question: 4. Basic Model. (i) Dene the following models: AR(p), MA(q) and ARMA(p,q). (ii) State the Wold Decomposition Theorem. 5. Lag Operator. Convert model Yt =

4. Basic Model. (i) Dene the following models: AR(p), MA(q) and ARMA(p,q). (ii) State the Wold Decomposition Theorem.

5. Lag Operator. Convert model Yt = 1 + 0.1Yt1 + t into an MA model.

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