Question: Consider the transfer function--noise model fitted to the gas furnace data in (12.4.1) and (12.4.2). Note that the estimate of ????2 is very close to

Consider the transfer function--noise model fitted to the gas furnace data in (12.4.1)

and (12.4.2). Note that the estimate of ????2 is very close to zero. Re-estimate the parameters of this model setting ????2 equal to zero. Describe the resulting impact on the estimate of the residual variance and other model parameters.

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