An ARMA(1,1) model with ö1 = 0.6, è1 = 0.4 is converted to a filter representation yt – : =
ø0 åt + ø1 åt-1 + ø2 åt-2 + …
A. What is ø0?
B. What is ø1?
C. What is ø2?
D. What is øj?
Shouldn't the answer to D be .6^(j-1)*.2 not .2^(j-1)*.6?
Thanks.