T5 - ∑ ∞ = − = j j t j t a Z 1 Example 2 Consider the...

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STA4005B Time Series (2007-2008) Tutorial 5 (19/2, 20/2) (Time & Venue: T9, BMS LT; W5, MMW 704) Let ) , 0 ( ~ 2 a t NID a σ Example 1 Consider the process 2 1 2 1 16 . 0 8 . 0 06 . 0 5 . 0 + + = t t t t t t a a a Z Z Z (a) Find the values of K , 3 , 2 , 1 , 0 , = j j ψ if the process is written in the form of general linear model
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Unformatted text preview: ∑ ∞ = − = j j t j t a Z 1 Example 2 Consider the process t t t t a Z Z Z + − = − − 2 1 06 . 5 . Write the general form of k ρ for as K , 4 , 3 , 2 = j 53 25 1 = . 2...
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T5 - ∑ ∞ = − = j j t j t a Z 1 Example 2 Consider the...

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