FINAL EXAM REVIEW - E(Xt =.5(1.2> no conditions...

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FINAL EXAM REVIEW If at least one beta is <1, time series is not stationary o backshift operators and definition Definition of autocorrelation Properties of ma and ar models o Stationary conditions o Compute mean of series ma (intercept is mean) and ar (compute mean)
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Unformatted text preview: E(Xt) = .5/(1-.2) -> no conditions Forcasting: E(Xt|Ft-1) = conditional mean Derive acf for ma 1 or 2 or ar o Diagnosis: Box test to test residuals Tsdiag See if parameters are significant Check for redundancies o...
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