Question
(1 0.8B)(rt 1.6) = (1 + 0.6B)a, a N(0, 5 2 ) Trying to use this model to simulate an arima series in R. When
(1 0.8B)(rt 1.6) = (1 + 0.6B)a, a N(0, 5 2 )
Trying to use this model to simulate an arima series in R. When I multiply this out and then solve for rt, I get a non-stationary series. This stems from the (.0.8B)(rt). I'm not sure if I am combining the operators incorrectly. Please help!!
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Innovation In Public Transport Finance
Authors: Shishir Mathur
1st Edition
1138250139, 978-1138250130
