1. Let {yt} be SARIMA(0, 0, 2) × (0, 0, 1)12 with MA coefficients 0.2, 0.3, seasonal MA coefficient 0.5and Et~ WN(0, ²) with o²=1. Which of the following equation(s) governs {yt}?yt = (1+0.2L + 0.3L²)(1+0.5L¹2) etYt et +0.2et-1 +0.3€t-2 +0.5et-12 +0.1et-13 +0.15€t-14Yt +0.2yt-1+0.3yt-2 +0.5yt-12 +0.1yt-13 +0.15yt-14 = €tYt = (1+0.2L + 0.3L² +0.5L¹2 +0.1L¹³ +0.15L¹4) et

denotes the model MA coefficients are and Seasonal MA coefficientsThe equation governing needs to…

Let {yt} be SARIMA(0, 0, 2) × (0, 0, 1)12 with MA coefficients 0.2, 0.3, seasonal MA coefficient 0.5 and et ~ WN(0,0²) with o² = 1. Which of the following equation(s) governs {yt}? Yt = (1 + 0.2L + 0.3Ľ²)(1+0.5L¹²)et ▬ Yt = €t +0.2€t−1+0.3€t_2 +0.5€t-12 +0.1€t-13 + 0.15€t–14 Yt +0.2yt-1+0.3yt 2+0.5yt-12 +0.1yt-13 +0.15yt-14 = €t 12 Yt = (1 + 0.2L + 0.3Ľ² +0.5L¹² +0.1L¹³ +0.15L¹4) et 13

Let {yt} be SARIMA(0, 0, 2) × (0, 0, 1)12 with MA coefficients 0.2, 0.3, seasonal MA coefficient 0.5 and et ~ WN(0,0²) with o² = 1. Which of the following equation(s) governs {yt}? Yt = (1 + 0.2L + 0.3Ľ²)(1+0.5L¹²)et ▬ Yt = €t +0.2€t−1+0.3€t_2 +0.5€t-12 +0.1€t-13 + 0.15€t–14 Yt +0.2yt-1+0.3yt 2+0.5yt-12 +0.1yt-13 +0.15yt-14 = €t 12 Yt = (1 + 0.2L + 0.3Ľ² +0.5L¹² +0.1L¹³ +0.15L¹4) et 13

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter6: Vector Spaces

Section6.7: Applications

Problem 18EQ

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