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(a) Could you respectively write MA(3), AR(5) and ARMA(p,q) model in general ? (b) If I get data and plot the ACF and PACF in
(a) Could you respectively write MA(3), AR(5) and ARMA(p,q) model in general ? (b) If I get data and plot the ACF and PACF in R. Could you identify which model you use for the data? Why? ACF -0.2 0.0 0.2 0.4 0.6 0.8 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 Partial ACF 10 15 20 10 15 20 Lag Lag (c) The process is weakly stationary? If Yes, please prove why the process is weakly sta- tionary. If Not, please explain your reasons. yt = 0.8 + 0.25Et-1 + 0.4ct-2 + Et
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