.1) For each of the following processes, identify it using the notation SARIMA(p, d, q) × (P, D, Q)§. Make sure to specify p-, ¤-, 0-, and 0- coefficients, if any. (A) Quarterly process {Xt}: X¢ =...


.1) For each of the following processes, identify it using the notation<br>SARIMA(p, d, q) × (P, D, Q)§. Make sure to specify p-, ¤-, 0-, and 0- coefficients, if any.<br>(A) Quarterly process {Xt}: X¢<br>= 0.5Xt-1+ Xt-4 – 0.5Xt-5 + Z; – 0.3Zț-1<br>{X{}:<br>X; = Xt-1 + Xt-12 - Xt-13 + Zt – 0.5Zt-1 – 0.5Z¢-12 +<br>(B) Monthly<br>0.25Z†-13<br>process<br>(C) Monthly process {Xt}: Xt = 1.6Xt-1 – 0.7Xt-2 + 0.8X†-12 – 1.28X;-13 + 0.56X†-14 +<br>3.<br>

Extracted text: .1) For each of the following processes, identify it using the notation SARIMA(p, d, q) × (P, D, Q)§. Make sure to specify p-, ¤-, 0-, and 0- coefficients, if any. (A) Quarterly process {Xt}: X¢ = 0.5Xt-1+ Xt-4 – 0.5Xt-5 + Z; – 0.3Zț-1 {X{}: X; = Xt-1 + Xt-12 - Xt-13 + Zt – 0.5Zt-1 – 0.5Z¢-12 + (B) Monthly 0.25Z†-13 process (C) Monthly process {Xt}: Xt = 1.6Xt-1 – 0.7Xt-2 + 0.8X†-12 – 1.28X;-13 + 0.56X†-14 + 3.

Jun 03, 2022
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