Unformatted text preview: ) (a) Is the model stationary? (b) Identify the model as a certain seasonal ARIMA model. 3. For the seasonal model Z t = Φ Z t-4 + a t-θa t-1 with | Φ | < 1, ﬁnd γ k and ρ k for k > 0. 4. Identify the following as certain multiplicative seasonal ARIMA models: (a) Z t = 0 . 5 Z t-1 + Z t-4-. 5 Z t-5 + a t-. 3 a t-1 (b) Z t = Z t-1 + Z t-12-Z t-13 + a t-. 5 a t-1-. 5 a t-12 + 0 . 25 a t-13...
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This note was uploaded on 01/20/2012 for the course STA 4005 taught by Professor ? during the Spring '08 term at CUHK.
- Spring '08