1.1 Consider a time series process given by (1-B)x, = (1-0,B)z,, where the sequence {z, is a whitenoise with mean zero and variance o. Determine the first four y/ weights of process x, if an ARMA(1,1) model fitted to the data gave₁=0.8 and 0₁ = 0.341.2QUESTION 1Consider an AR (2) model: x - x == $, (x,_₁ − x)+ $₂(x₁_2 − x)+ z,, where z, ~ wn(0,0²).= P(1 - ) (P₂ - P³²)and =1-A²1-A²Show thatusing LSE method.

Step No: 1 1.1 In time series analysis, the autoregressive moving average (ARMA) model…

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Linear Algebra: A Modern Introduction

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process given by (1 − B)x, = (1 – 0,B)= nd variance o. Determine the first fo data gave =0.8 and 9 = 0.34 model: x₁ - x = (x₁_,₁ − x) + ₂(x₂₁_₂ − x). (ô₂ – ô²) 1-A² - P₂) A and = 2 using LSE me