Question: Problem 1 Consider the model, X, =1.4X,_1-0.4X,-2 + Z, +0.7Z,-1- (a) Show that it is an ARIMA model and specify its type. (b) Calculate the

Problem 1 Consider the model, X, =1.4X,_1-0.4X,-2 + Z, +0.7Z,-1- (a) Show that it is an ARIMA model and specify its type. (b) Calculate the forecasts, X, , h 21. (c) Obtain (by differencing) a stationary ARMA model (i.e., provide its equation). Is it invertible

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