Question: Identify the following models in ARIMA (p, d, q) notation and determine whether they are stationary and/or invertible. Please show all the steps how

Identify the following models in ARIMA (p, d, q) notation and determine

Identify the following models in ARIMA (p, d, q) notation and determine whether they are stationary and/or invertible. Please show all the steps how to find the "d"-difference. Notes. Y 1.6Y-1-0.5-2 +et+0.2e-1+0.7e1-2 ARIMA(p, 1, q) model Let W = VY = Y- Y-1 then W =W-1+2W-2++pWt-p +-0-1-2-2---Oget-q or Y-Y (Y-Y-2) + + p (Y-p-Y-p-1) +et-Oet-1-0lt-2--- Oqt-q which can be rewritten as Y = (1+)+(-1)++ (p p 1) p-p-p-1 P -Oger a

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