Question: a) Briefly explain the following data generating processes: AR, MA. ARMA and ARIMA models in time series analysis b) Distinguish between difference stationary and trend

a) Briefly explain the following data generating

a) Briefly explain the following data generating processes: AR, MA. ARMA and ARIMA models in time series analysis b) Distinguish between difference stationary and trend stationary series and give an example of each c) Three series A. B and C are I (0). I (1) and I (2) respectively. Explain the meaning of these. Series A and Series B are co integrated. What does this mean? d) Specify the four steps in the augmented dickey fuller test

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