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Question 4 a) By considering the property of autocovariance, we commonly denote it by Yk, where k 0,1,2,3,... Please find the Yk of the following

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Question 4 a) By considering the property of autocovariance, we commonly denote it by Yk, where k 0,1,2,3,... Please find the Yk of the following process Y: = (1 + 0.2B 0.3B2)(1 0.12B12 + 0.24B24)at b) It is claimed that the process Yt = 0.7Y+-1 + At 1.40+-1 + 0.360t-2 can be written in the form Yt = Liri BiYt-i + at. Please find the corresponding values of Bi, where i = 1,2,3,4,5. c) Do you think that the following model is an example of ARIMA? Yt = 2Y+-1 Yt-2 + at 0.7at-1 0.08at-2 Please explain. Question 4 a) By considering the property of autocovariance, we commonly denote it by Yk, where k 0,1,2,3,... Please find the Yk of the following process Y: = (1 + 0.2B 0.3B2)(1 0.12B12 + 0.24B24)at b) It is claimed that the process Yt = 0.7Y+-1 + At 1.40+-1 + 0.360t-2 can be written in the form Yt = Liri BiYt-i + at. Please find the corresponding values of Bi, where i = 1,2,3,4,5. c) Do you think that the following model is an example of ARIMA? Yt = 2Y+-1 Yt-2 + at 0.7at-1 0.08at-2 Please explain

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