Question: 4. Consider the following ARMA (p.q) process Note that: 1-2-2 = (1-22)(1+z) 1-2-2= (1 - 2z)(1+z) (a) (b) (d) 3 5 4 4 x=3x-1+x-2

4. Consider the following ARMA (p.g) process Note that: 1-2-2=(1 - 2z)(1+2) 1-2-2= (1 - 2z)(1+z) (a) (b) 3

4. Consider the following ARMA (p.q) process Note that: 1-2-2 = (1-22)(1+z) 1-2-2= (1 - 2z)(1+z) (a) (b) (d) 3 5 4 4 x=3x-1+x-2 + wi-7-1-2-2. sentation Do we have parameter redundancy in equation (3)? Briefly explain. Based on your answer in part 4a, what is the order of this ARMA (p,q) process? (i.e. what are the values of p and q?) Briefly explain why this process is both causal and invertible. Find the first four coefficients, Vo, 1, 2, 3, in the infinite MA repre- =j=0V/zWr-j

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