Question: Consider the ARMA(1,1) process {Xt} satisfying the equations 2Xt - 5 Xt-1 = Zt + 2.5Zt-1, {Zt} ~ WN(0, sigma^2). The zeroes of the MA
Consider the ARMA(1,1) process {Xt} satisfying the equations 2Xt - 5 Xt-1 = Zt + 2.5Zt-1, {Zt} ~ WN(0, sigma^2). The zeroes of the MA polynomial imply that {Xt} is invertible
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