Unformatted text preview: V ar ( ˆ β ) , V ar ( ˆ β 1 ) , SSTO, SSE, etc. (e) No question on cosine trend model. 4. AR(p), MA(q), ARMA(p,q), AR characteristic polynomial/equation, MA char-acteristic polynomial/equation, Yule Walker equations, the conditions of sta-tionarity and invertibility. 5. The representation forms of Z t = ψ ( B ) a t , a t = π ( B ) Z t . 6. The general form of ρ k for an AR(2) model for the case where the roots of the characteristic equation are real and distinct. 7. To write Z t in terms of W t . 8. Identifying ARIMA models....
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- Spring '08
- Stationary process, Autoregressive moving average model, Autoregressive integrated moving average, Cyclostationary process, Lady Shaw Building, model Zt