What does ARMA mean for a sample time series What do you need to know about the distribution of the errors to carry out this procedure What if you had used maximum likelihood estimation If you use the method of moments to estimate the other parameters, what problem would you have in trying to estimate the variance of the error What exactly do we mean by a pattern here Write down an expression for the two step ahead forecast of a general ARMA(2,2) process Why, intuitively, does the k step ahead variance converge toward the variance of the process

Question: What does ARMA mean for a sample time series? What do you need to know about the distribution of the errors to carry out this

What does ARMA mean for a sample time series?
What do you need to know about the distribution of the errors to carry out this procedure? What if you had used maximum likelihood estimation?
If you use the method of moments to estimate the other parameters, what problem would you have in trying to estimate the variance of the error?
What exactly do we mean by a pattern here?
Write down an expression for the two-step ahead forecast of a general ARMA(2,2) process.
Why, intuitively, does the k-step ahead variance converge toward the variance of the process?

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ARMA stands for Autoregressive Moving Average and it refers to a class of time series models used to analyze and forecast sample time series data What ... View full answer

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