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Consider the process Zt = at at1 0.25at2 , 2 a = 20. (a) Identify the order of the ARIMA model for the process. (b)

Consider the process Zt = at at1 0.25at2 , 2 a = 20. (a) Identify the order of the ARIMA model for the process. (b) Is {Zt} stationary? (c) Is {Zt} invertible? (d) Find the ACVF (k) and ACF (k) of {Zt} for k = 0, 1, 2, 3,.... (e) Find the values of k, k = 0, 1, 2, 3,... if the process is written as at = P i=0 iZti

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