where Z₁-WN(0,0). Assume you know that E(X)=3,u= 1 and ² = 1. What is the value of $?

MATLAB: An Introduction with Applications
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ISBN:9781119256830
Author:Amos Gilat
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Question 9
Let X, be an ARMA(2,1) process given by
X₁=U+0X₁-1+20X-2 +Z₁+30Z1-1
where Z-WN (0,02). Assume you know that E(X)=3,u= 1 and ² = 1. What is the value of ?
OA. 3
p.
OC1
OD. 9/2
OE 1/3
2/9
Transcribed Image Text:Question 9 Let X, be an ARMA(2,1) process given by X₁=U+0X₁-1+20X-2 +Z₁+30Z1-1 where Z-WN (0,02). Assume you know that E(X)=3,u= 1 and ² = 1. What is the value of ? OA. 3 p. OC1 OD. 9/2 OE 1/3 2/9
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