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Hi guys, please help me with the backshift operator and difference equation. Thank you! A monthly time series Yt is adequately modelled by ARIMA(2; 1;
Hi guys, please help me with the backshift operator and difference equation. Thank you!
A monthly time series Yt is adequately modelled by ARIMA(2; 1; 2) x (0; 1; 1)12.
1. Write down the model in backshift operator notation.
2. Write down the model in difference equation form for which the l-step-ahead forecasting formula for this model is based.
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