Question: Given x

Given x <- arima.sim(model = list(ar = c(0.3, 0.5), ma = c(0.2, 0.4)), mean = 0, n = 200).

We are looking for the values of p,d,q in the ARIMA(p,d,q) model. Because there are two values assigned to ar and ma we know that p and q are both 2.

How do you determine what d - if the model is stationary or not? How do we prove ARMA (2,0,2)?

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!