16.5 Show that the autocorrelation function for the general ARMA(p. 4) process is given by = +...

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16.5 Show that the autocorrelation function for the general ARMA(p. 4) process is given by = + +...+ - as in Eq. (16.63).

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Econometric Models And Economic Forecasts

ISBN: 9780079132925

4th Edition

Authors: Robert Pindyck, Daniel Rubinfeld

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Question Posted: Oct 24, 2024 07:04 AM

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16.5 Show that the autocorrelation function for the general ARMA(p. 4) process is given by = + +...+ - as in Eq. (16.63).
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16.5 Show that the autocorrelation function for the general ARMA(p. 4) process is given by = +...

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Econometric Models And Economic Forecasts

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