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4. Identify the following models as ARIMA(p,d,q) models (watch out for parameter redundancy). a xt = Xt-1† Wt – - 0.3wt-1. b xt = 1.3xt-1 – 0.3x–2 + W; – 0.3w;-1

4. Identify the following models as ARIMA(p,d,q) models (watch out for parameter redundancy). a xt = Xt-1† Wt – - 0.3wt-1. b xt = 1.3xt-1 – 0.3x–2 + W; – 0.3w;-1

A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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A1 How do I identify the order of differencing (d) for these ARIMA models? Any explanation for how to find d by looking at the equation like in this form would be appreciated. Thanks!
4. Identify the following models as ARIMA(p,d,q) models (watch out for parameter redundancy). a xt = Xt-1† Wt – - 0.3wt-1. b xt = 1.3x-1 – 0.3xt-2 + Wt – 0.3wWr–1
Transcribed Image Text:4. Identify the following models as ARIMA(p,d,q) models (watch out for parameter redundancy). a xt = Xt-1† Wt – - 0.3wt-1. b xt = 1.3x-1 – 0.3xt-2 + Wt – 0.3wWr–1
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