Question: Write down the structure of a three-dimensional VARMA model if the Kronecker indices of the vector time series are ({1,2,1}). How many parameters does the

Write down the structure of a three-dimensional VARMA model if the Kronecker indices of the vector time series are \(\{1,2,1\}\). How many parameters does the model employ if it includes the constant vector? You may exclude the covariance matrix \(\boldsymbol{\Sigma}_{a}\) of the innovations in the calculation.

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