Question: Q 3 . ( 2 0 marks ) a . Assume you decide to fit the following model: y _ ( t ) = y
Q marks a Assume you decide to fit the following model: ytytphi ytytphi ytytphi ytytet where et is a white noise series. What sort of ARIMA model is this ie what are p d and q b Assume you decide to fit the following model: ytphi ytytphi ytcepsi lonttheta epsi lont Where et is a white noise series. What sort of ARIMA model is this Hint: this is a seasonal ARIMA with m
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
