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1. Answer the following questions (20 points in total, 10 each): a Write down the operator form of an ARIMA(1, 1, 0) (2, 0,
1. Answer the following questions (20 points in total, 10 each): a Write down the operator form of an ARIMA(1, 1, 0) (2, 0, 0)4 process. Make sure to describe each component, for example, (B) =.... b Let x+ satisfy the equation: (1- B)xt = wt, where || < 1 and wt is iid N(0, 1). How does the ACF plot of x+ look like? xt
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