Question: Given the process Yt = -5.2Yt-1-0.92Yt-2 +0.4Yt-3 + et + 5.5et-1+2.5et-2. You can use R code to help you to solve the problem. (a)

Given the process Yt = -5.2Yt-1-0.92Yt-2 +0.4Yt-3 + et + 5.5et-1+2.5et-2. You

Given the process Yt = -5.2Yt-1-0.92Yt-2 +0.4Yt-3 + et + 5.5et-1+2.5et-2. You can use R code to help you to solve the problem. (a) What is the model of this process, that is, identify the values of p and q in the ARMA(p,q). Be careful ! (b) Expalin why this process is stationary? (c) Explain why this process invertible? (d) Calculate the ACFS p1, p2. You can use R code to calculate them.

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