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TIME SERIES 1. For the following ARMA(p. q) processes where Z, ~WN(0, o'). test for invertibility and casualty, for those processes which are invertible or

TIME SERIES

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1. For the following ARMA(p. q) processes where Z, ~WN(0, o'). test for invertibility and casualty, for those processes which are invertible or casual determine the coefficients and the respective general formulae [30 Points]. 1.1. X+ + 5X-1 + 4Xt-2 -2Xt-3 = Z+ + 27+-1 + 47-2 1.2. X, - 2Xt-1 - 3Xt-3 = Z+ + Z,-1 - 27,-2 + 32+-3 1.3. X, + 2X-1 - 3X-2 = Z, - 34 + 67-3

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