Identify the following as specific ARIMA models. That is, what are p, d, and q and what are the values of the parameters (the 's and 0's)?

(a) Y, Y₁-1-0.25Y₁-2+ e,-0.1e-1.
(b) Y₁ = 2Y₁-1-Y₁-2 + ₁.
(c) Y,=0.5Y₁-1-0.5Y₁-2+e,-0.5e,-1+0.25e, -2. 5010

Question

17-06-2024
Mathematics

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Identify the following as specific ARIMA models. That is, what are p, d, and q and what are the values of the parameters (the 's and 0's)?

(a) Y, Y₁-1-0.25Y₁-2+ e,-0.1e-1.
(b) Y₁ = 2Y₁-1-Y₁-2 + ₁.
(c) Y,=0.5Y₁-1-0.5Y₁-2+e,-0.5e,-1+0.25e, -2. 5010

Sagot :

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