Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Problem A For questions 1 to 2 [20 MARKS] Based on the information below: # R output: Call: arima(x = y. order - c(0. I.
Problem A For questions 1 to 2 [20 MARKS] Based on the information below: # R output: Call: arima(x = y. order - c(0. I. 1). seasonal - list(order - c(0, 1, 1), period - 4)) Coefficients: mal smal 0.3872 -0.3765 S.C. 0.0645 0.1804 sigma*2 estimated as 0.0564: log likelihood - 81.93, aic = -189.23 1. Please tell what the seasonal coefficient is and what the standard deviation of a, is? [10 MARKS] 2. Please write down the fitted model. [10 MARKS]
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started