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An ARMA(1,1) model with ö1 = 0.6, è1 = 0.4 is converted to a filter representation yt – : =ø 0 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.
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