Question
Given x
Given x <- arima.sim(model = list(ar = c(0.3, 0.5), ma = c(0.2, 0.4)), mean = 0, n = 200).
We are looking for the values of p,d,q in the ARIMA(p,d,q) model. Because there are two values assigned to ar and ma we know that p and q are both 2.
How do you determine what d - if the model is stationary or not? How do we prove ARMA (2,0,2)?
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Abstract Analytic Number Theory
Authors: John Knopfmacher
1st Edition
0486169340, 9780486169347
