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Unformatted text preview: ARIMA (0 , , 1) (1 , , 0) 12 model with = 0 . 8 and = 0 . 5. 4. (1 point each) Calculate and plot the impulse weights for the following transfer functions. (a) ( B ) = B/ (1 . 8 B ) (b) ( B ) = (3 + 2 B ) / (1 + 0 . 6 B ) 5. (2 points) Consider the following ARMA(1,1) process: (1 . 4 B ) x t = (1 + 0 . 8 B ) w t , where w t is a white noise series with zero mean and constatnt variance 1. Calculate the cross correlation function between x t and w t ....
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This note was uploaded on 05/01/2009 for the course PSTAT 120A taught by Professor Mackgalloway during the Spring '08 term at UCSB.
 Spring '08
 MACKGALLOWAY

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