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 = zt1 for
all t.
Already registered? Login
Not Account? Sign up
Enter your email address to reset your password
Back to Login? Click here