Question:

1. (110 R needed) Consider the following stationary seasonal model 58: = (bait4 + wt amt1 Where '3 and 9 are nonzero and the variance of the Gaussian white noise terms is of\". (a) Identify the values of p, d,q, P, D, Q, s for this SARIMA model. (b) Derive the variance for this SARIMA model. (c) Derive the autocovariance, 7(h), and autocorrelation, p02) for h = 1, 2, 3