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Q3. Consider the following stochastic processes: Yt = at - 0.5at-1 ii ) Yt - 1.2Yt-1 + 0.2Yt-2 = at iii) Yt - 0.1Yt-1 +
Q3. Consider the following stochastic processes: Yt = at - 0.5at-1 ii ) Yt - 1.2Yt-1 + 0.2Yt-2 = at iii) Yt - 0.1Yt-1 + 0.7Yt-2 = at iv ) Yt = 20 - 0.7t + at Match the presented time series plots A to D with the generating stochastic processes given by i) to vi). Explain the reasons of your identification.B TTT D
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