Question: Consider the statndard decomposition model Y t = t + S t + x t where t is a random walk trend and S t
Consider the statndard decomposition model where is a random
walk trend and is a seasonal series that can removed by the seasonal difference
opearator cdots where is the seasonal period and an even number.
Also is a stationary time series. Show that the operator
removes the trend. Write an algorithm to multiply obain the coefficients of a polynomial
which is the product of two given polynomials and hence compute the filter coefficients
for the difference opearator
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