(b) Now generate data with the same input data from Table 8-5 and the following transfer functions....
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(b) Now generate data with the same input data from Table 8-5 and the following transfer functions.
4. r = 1, s = 0, b = 1 with !0 = 2:0 and ±1 = 0:7.
5. r = 0, s = 2, b = 0 with !0 = 1:2, !1 = ¡2:0,
!2 = 0:8.
Again, assume Nt is white noise with mean 0 and stan-
dard deviation 1.
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Related Book For
Forecasting Methods And Applications
ISBN: 9780471532330
3rd Edition
Authors: Spyros G. Makridakis, Steven C. Wheelwright, Rob J Hyndman
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