Question: I want to know the r code for c). and how to answer a)? Thanks! 5.7 Consider two models: A: Yt = 0.9Yt - 1

I want to know the r code for c). and how to answer a)? Thanks!

5.7 Consider two models: A: Yt = 0.9Yt - 1 + 0.09Yt - 2 + et . B: Yt = Yt - 1 + et - 0.1et - 1. (a) Identify each as a specific ARIMA model. That is, what are p, d, and q and what are the values of the parameters, cp's and O's? (b) In what ways are the two models different? (c) In what ways are the two models similar? (Compare -weights and 7-weights.)
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
