Question: Please explain this with all steps Consider the following stationary seasonal model at = Pat-4+ Wt -Owt-1 where &and O are nonzero and the variance

Please explain this with all steps

Consider the following stationary seasonal model at = Pat-4+ Wt -Owt-1 where &and O are nonzero and the variance of the Gaussian white noise terms is w. a) identify the values of p,d,q, P,D,Q,s for this SARIMA model b) Derive the variance for this SARIMA model C) Derive the autocovariance, y(h), and autocorrelation, p(h) for h = 1, 2, 3

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