Question: 5. (1 + 1 + (1 + 1) + 1 +1 = 6 marks) (a) (It is a short answer question) The file with your


5. (1 + 1 + (1 + 1) + 1 +1 = 6 marks) (a) (It is a short answer question) The file with your data has name "datafile". Write down the ets() command parametrization, which implements the linear trend model, with additive seasonality and with the multiplicative error for these data. Return the results to the file "res" file. (b). What is the null hypothesis for the KPSS test? Do we need to apply differencing if we reject it? (c) Consider the following model: y = 1.2-0.6y_,+y;-2+2y"-; 1.03e._,-0.5e_te. i. What is the ARIMA (p,d,q) structure of this model? Provide values for the parameters p, d, and q. ii. Express this model using B (backshift operator) notation
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