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2. Classify the following models as members of the ARIMA(p, d, q) family by specifying p, d and q. For those that are stationary,
2. Classify the following models as members of the ARIMA(p, d, q) family by specifying p, d and q. For those that are stationary, calculate E[X], Var (X), P, P, and $2. a. X = 0.7X, +e b. X = e, -0.8e_ +0.3e-2 c. X = 8+0.7 X + e, 0.8e_ +0.3-2 d. X = 6+0.7X +0.08X + e, e. X X + -0.8e +0.3e-2 f. X, 1.7X,-0.7X-2+
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Statistics The Exploration & Analysis Of Data
Authors: Roxy Peck, Jay L. Devore
7th Edition
0840058012, 978-0840058010
