From the de_nition of the backshift operator B, _nd expressions for Bzt and B2zt, if zt is de_ned as: (a) zt = _0, (b) zt = _0 + _1t, (c) zt = _0 + _1xt + _2t, (d) zt = _1xt +_2yt, where _0, _1 and _2...



From the de_nition of the backshift operator B, _nd expressions for Bzt


and B2zt, if zt is de_ned as:


(a) zt = _0,


(b) zt = _0 + _1t,


(c) zt = _0 + _1xt + _2t,


(d) zt = _1xt +_2yt, where _0, _1 and _2 are constants, while xt and yt


are time series.


Hint: The operator B is de_ned by the relationship Bzt = zt􀀀1 for


all t.







May 05, 2022
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