Let (Xt : t E Z) be an ARMA process that is a stationary solution to the following equation. Xt = 0.3Xt-1 + wt -
Let (Xt : t E Z) be an ARMA process that is a stationary solution to the following equation. Xt = 0.3Xt-1 + wt - Wt-1 + 0.21wt-2, {wt } ~ WN(0, 62). Determine the order of ARMA process. Note that: 1 - z + 0.21z2 = (1 - 0.3z) (1 - 0.7z)
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