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3. (a) For the following SARIMA(p, d, q) x (P, D, Q)s models, specify parameters p, d, q, P, D, Q and s, and write
3. (a) For the following SARIMA(p, d, q) x (P, D, Q)s models, specify parameters p, d, q, P, D, Q and s, and write corresponding equations: (i) SARIMA (2, 1, 1) x (0, 1, 1)6, (ii) SARIMA(1, 1, 2) x (2, 0, 1)4- Hint: It is helpful to first write equations in the form (B)D(Bs) (1 - B)d(1 - Bs)DXt = 0(B)O(BS) Zt, Zt ~ WN(0, oz), then proceed to rewrite the equations in the form that eliminates use of the backshift operator B. (b) For the following processes {Xt}, identify SARIMA (p, d, q) x (P, D, Q)s model: (i) (1 - B)2Xt = (1-0.3B) Zt; (ii) Xt = 0.3Xt-12 + Zt; (c) You are given a time series model where PACF is zero except for lags 12 and 24. Which model will have this pattern
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