Find the roots of the characteristic equation of the following ARMA models: (a) ((1-6 B) z_{t}=a_{t}); (b)
Question:
Find the roots of the characteristic equation of the following ARMA models:
(a) \((1-6 B) z_{t}=a_{t}\);
(b) \(\left(1-1.4 B+0.8 B^{2}\right) z_{t}=a_{t}\);
(c) \(\left(1-0.6 B+1.2 B^{2}\right) z_{t}=(1-\) \(0.5 B) a_{t}\).
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Related Book For
Statistical Learning For Big Dependent Data
ISBN: 9781119417385
1st Edition
Authors: Daniel Peña, Ruey S. Tsay
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