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3. (10 points) Identify the following models as ARMA (p, q) models, i.e., identify p and q based on these model equations. For each
3. (10 points) Identify the following models as ARMA (p, q) models, i.e., identify p and q based on these model equations. For each model, discuss whether they are stationary and/or invertible. a. Xt=0.8Xt-1 - 0.15Xt-2 + at 0.3at-1 b. X = Xt-1 - 0.5Xt-2 + at -at-1
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Systems analysis and design
Authors: Alan Dennis, Barbara Haley Wixom, Roberta m. Roth
5th edition
978-1118057629, 1118057627, 978-111880817
