For the following SARIMA(p,d,q)(P,D,Q)s models, specify parameters p,d,q,P,D,Q and s, and write corresponding equations: (i) SARIMA (2,1,1)(0,1,1)6, (ii) SARIMA(1,1,2)(2,0,1)4. Hint: It is helpful to rst write equations in the form (B)(Bs)(1 B)d(1 Bs)DXt = (B)(Bs)Zt, Zt WN(0,2 Z), 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)(P,D,Q)s model: (i) (1B6)2Xt = (10.3B)Zt; (ii) Xt = 0.3Xt12 + 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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