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For each of the ARIMA models below, give the values for E(Yt ) and Var(Yt ). (c) Yt = 5 + 2Yt 1 1.7Yt 2
For each of the ARIMA models below, give the values for E(Yt ) and Var(Yt ).
(c) Yt = 5 + 2Yt 1 1.7Yt 2 + 0.7Yt 3 + et 0.5et 1+ 0.25et 2.
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