In an ARIMA(2, 1, 1) process, which equation represents the differenced time series? O a. Y...
Fantastic news! We've Found the answer you've been seeking!
Question:
![In an ARIMA(2, 1, 1) process, which equation represents the differenced time series? O a. Y - Y-1 = +Y-1](https://dsd5zvtm8ll6.cloudfront.net/questions/2024/01/659bc9b70247e_1704708534254.jpg)
Transcribed Image Text:
In an ARIMA(2, 1, 1) process, which equation represents the differenced time series? O a. Y - Y₁-1 = μ+₁Y₁-1 +0₁E₁-1 + Et O b. Y - Y₁-1= μ+₁(Y₁-1 - Y₁-2) +0-1+ t O c. Y₁-Y₁-1=+₁(Y₁-1 - Yt-2) +0₁ (Yt-2 - Yt-3) + Et O d. Y - Y₁-1 = μ + $₁Y₁-1 + 0₁(Yt-1 - Yt-2) + In an ARIMA(2, 1, 1) process, which equation represents the differenced time series? O a. Y - Y₁-1 = μ+₁Y₁-1 +0₁E₁-1 + Et O b. Y - Y₁-1= μ+₁(Y₁-1 - Y₁-2) +0-1+ t O c. Y₁-Y₁-1=+₁(Y₁-1 - Yt-2) +0₁ (Yt-2 - Yt-3) + Et O d. Y - Y₁-1 = μ + $₁Y₁-1 + 0₁(Yt-1 - Yt-2) +
Expert Answer:
Answer rating: 100% (QA)
The detailed answer for the above question is provided below The question asks about an ARIMA2 1 1 p... View the full answer
Related Book For
Posted Date:
Students also viewed these economics questions
-
4) Sara received an invoice for $9,500 that had payment terms of 5/15, n/30. She made a partial payment of $4,750 during the discount period. a. Calculate the amount credited. b. Calculate the...
-
Explain how do we measure success with IT in an organization in terms of efficiency and effectiveness?"
-
Which of the following cannot be correct formula(s) for an organic compound? Explain. (a) (b) Draw constitutional isomers of compounds with the formula C 4 H 8 O that contain (1) An alcohol...
-
Let S be the portion of the cylinder y = e x in the first octant that projects parallel to the x-axis onto the rectangle R yz : 1 y 2, 0 z 1 in the yz-plane. Let n be the unit vector normal to S...
-
Refer to Problem 14.43. In 2013, Jack Carter, president of Kartel, requested that environmental costs be assigned to the two major products produced by the company. He felt that knowledge of the...
-
Explain the importance of a common European currency to firms selling goods to the European market.
-
Medical. Give an example of a discrete random variable of interest to a doctor in a hospital. LO9
-
Wayne Banker is in charge of planning water usage for agriculturally intensive Burke County. August is the peak month of water usage for Burke County. Wayne has collected the following statistics...
-
(5000x.07x60/360)
-
9 ITT Kq * T q=2 T/m; k1=0.5; k2=0.2; 1=4m Draw Qy and Mx diagrams. Find a cross-section size b
-
3. Derive the demand function for the utility function u (x, y) = ln (3x) + Iny. Are the goods substitutes or complements? Are x and y normal or inferior goods? Calculate (where possible) their price...
-
Q Proprietorinc (the lessee) enters into a 10 year lease of a property with an option to extend the contract for 5 years. Lease payments are $50,000 per year, payable at the beginning of each year....
-
1.Think about your investment Possibility for 3 years holding period in real investment environment? A.What could be your investment objectives? B. What amount of fund you could invest for three...
-
3- The student council normally sells 1500 school T-shirts for $12 each. This year they plan to decrease the price of the T-shirts. Based on student feedback, they know that for every $0.50 decrease...
-
2. The notation {f(x): x S} means "the set of all values that can be produced by substituting an element x of set S into f(x)." For example, the set of all odd integers can be expressed as {2k+1kZ}....
-
Implementation guidance for IFRS 2 indicates that it "accompanies, but is not part of, IFRS 2." In other words, this implementation guidance is considered mandatory. integral to the standard. not...
-
Suppose that on June 1, Bash Gyrations, a disc jockey service, creates a petty cash fund with an imprest balance of $350. During June, Jackson Demers, fund custodian, signs the following petty cash...
-
Perform the operation by first converting the numerator and denominator to scientific notation. Write the answer in scientific notation. 7,200,00/0.000009
-
The average number of faults in a metre of cloth produced by a particular machine is 0.1. (a) What is the probability that a length of four metres is free from faults? (b) How long would a piece have...
-
Repeat Exercise X6.16, but do not assume equal variances. Are the expenses claimed by department A significantly different to department B? Data from Exercises 6.16 A university finance department...
-
Skodel Ltd employs a local transport company to deliver beers to local supermarkets. To develop better work schedules, the managers want to estimate the total daily travel time for their drivers...
-
Among those aged 17 to 34, does having a smartphone instead of a regular cell phone make one more likely to review news on the Internet? Using ANES data, select cases to look at this age group, and...
-
Using the PewHealth dataset, find out what proportion of Hispanics in the sample dont have health insurance (use the recoded race variable and the dichotomously recoded insurance variable), and, by...
-
how a researcher used confidence intervals to study popular films
![Mobile App Logo](https://dsd5zvtm8ll6.cloudfront.net/includes/images/mobile/finalLogo.png)
Study smarter with the SolutionInn App