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Problem 1. Consider the filter with (non-zero) coefficients (a_2, a_1, do, a1, a2) = (-1, 4, 3, 4, -1). Show the following: see (b) Zi=_20istti
Problem 1. Consider the filter with (non-zero) coefficients (a_2, a_1, do, a1, a2) = (-1, 4, 3, 4, -1). Show the following: see (b) Zi=_20istti = 0 for any seasonal component st with period 3, that is, satisfying St = St+3 and _;=] Stti = 0
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