Question: Identify the model type and write each of the models using backshift notation. a) Yt=0.3Yt1+et b) Yt=et1.3et1+0.4et2 c) Yt=0.5Yt1+et0.3et1+1.2et2 d) Yt=0.4Yt1+0.45Yt2+et+et1+0.25et2 QUESTION 2 Consider the

Identify the model type and write each of the models using backshift notation. a) Yt=0.3Yt1+et b) Yt=et1.3et1+0.4et2 c) Yt=0.5Yt1+et0.3et1+1.2et2 d) Yt=0.4Yt1+0.45Yt2+et+et1+0.25et2 QUESTION 2 Consider the following models: ModelA:(10.3B+1.1B2)Yt=(10.5B)etModelB:(10.8B)Yt=(11.6B+0.64B2)et i. Characterize these models as models in the ARMA(p,q) family, that is, identify p and q. Edit PDF Create PDF Comment Combine Files Organize Pages Compress PDF Redact Prepare Form a. Convert, edit and e-sign PDF forms & agreements ii. Determine if each model corresponds to a stationary process or not iii. Write each model above without using backshift notation
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