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Problem 3 (10 marks). Consider the following ARMA(2,4) process, with a, B as real pa- rameters, i.e. o, B ER, yt =Qyt-2 + Ut +

Problem 3 (10 marks). Consider the following ARMA(2,4) process, with a, B as real pa- rameters, i.e. o, B ER, yt =Qyt-2 + Ut + 1 Ut-4, Ult ~ WN(0, 1) State the range of values for a and B for which yt is stationary and invertible

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