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2. (a) For the following SARIMA(p, d, q) x (P, D, Q), models, specify parameters p, d, q, P, D, Q and s, and write
2. (a) For the following SARIMA(p, d, q) x (P, D, Q), models, specify parameters p, d, q, P, D, Q and s, and write corresponding equations. It is helpful to first write equations in the form o(B)(B ) (1 - B)(1 - Bs)PX = e(B)O(B$) Zt, Zt ~ WN(0, oz), then proceed to rewrite the equations in the form that eliminates use of the backshift operator B. (i) SARIMA (1, 1, 0) x (1, 1, 2)6, (ii) SARIMA(0, 1, 1) x (0, 0, 3) 12, (iii) SARIMA(2, 1, 2) x (2, 0, 1)4
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