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12 Econometrics 3 - What's the equation form of a model SARIMA(1,0,2)(3,1)[3]? a. yt = u + $1yt-1+ $19t-2 + Et -016t-1 - 02Et-2 -01Et-2

12
Econometrics 3 - What's the equation form of a model SARIMA(1,0,2)(3,1)[3]?
a. yt = u + $1yt-1+ $19t-2 + Et -016t-1 - 02Et-2 -01Et-2 - 02Et-5 -03Et-8 b. yt = / + $1yt-1+ $1yt-3 + $2yt-6 + $3yt-9 + Et - 016t-1 - 02Et-2 - 01Et-3 C. yt = / + $1yt-1+ $1yt-2 + $2yt-5 + Payt-8 + 6 - 016t-1 -02Et-2 -0161-2 d. yt = u + $1yt-1 + $1yt-3+ Et -01Et-1 -02Et-2 -O1Et-3 - O2Et-6 - 03Et-9

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