TS Module 7: stationary mixed processes HW

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NEAS	NEAS posted 16 Years Ago #8689 #
Supreme Being Group: Administrators Posts: 4.5K, Visits: 1.6K	TS Module 7: stationary mixed processes HW (The attached PDF file has better formatting.) Homework assignment: mixed autoregressive moving average process An ARMA(1,1) process has ó² = 1, è₁ = 0.4, and ö₁ = 0.6. A. What is the value of ã₀? B. What is the value of ã₁? C. What is the value of ñ₁? D. What is the value of ñ₂? Attachments TS Module 7 mixed autoregressive mavg process HW.pdf (2K views, 32.00 KB) 0
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RayDHIII	RayDHIII posted 15 Years Ago #9687 #
Forum Member Group: Forum Members Posts: 39, Visits: 138	I'm blanking, what is Filter Representation? Also, I got the same answer as above for the first problem. As to the "crazy" amount of algebra, the formulae on page 78 (4.4.3-5) made this assignment take a couple minutes. RDH 0
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