Question: Write down the structure of a three-dimensional VARMA model if the vector time series has the following three components: (operatorname{SCM}(0,0), operatorname{SCM}(0,1)), and (operatorname{SCM}(2,1)). Are there
Write down the structure of a three-dimensional VARMA model if the vector time series has the following three components: \(\operatorname{SCM}(0,0), \operatorname{SCM}(0,1)\), and \(\operatorname{SCM}(2,1)\). Are there any redundant parameters? Why?
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