Exercise 7.9.1. Which of the following processes are stationary? Which are invertible? (a) (11.5B+0.54B2)yt = (10.5B)et .

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Exercise 7.9.1. Which of the following processes are stationary? Which are invertible?

(a) (1−1.5B+0.54B2)yt = (1−0.5B)et .

(b) (1− 58 B)yt = (1+0.1B−0.56B2)et .

(c) (1−1.6B+0.55B2)yt = (1−0.6B)et .

(d) (1−B+0.2475B2)yt = (1−B− 7 36B2)et .

(e) (1−0.7B−0.66B2+0.432B3)yt = (1−0.8B+0.07B2)et .

(f) (1−0.8B+0.07B2)yt = (1−0.1B)et .

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Advanced Linear Modeling

ISBN: 9783030291631

3rd Edition

Authors: Ronald Christensen

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Question Posted: Aug 31, 2024 06:05 AM

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Exercise 7.9.1. Which of the following processes are stationary? Which are invertible? (a) (11.5B+0.54B2)yt = (10.5B)et .

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Advanced Linear Modeling

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