(d) Generate data from an ARMA(1,1) model with 1 = 0.6 and 1 = 0:6. Start with...
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(d) Generate data from an ARMA(1,1) model with Á1 = 0.6 and µ1 = ¡0:6. Start with Y0 = 0 and Z0 = 0.
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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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