Mathematics, 08.11.2019 03:31 lovenahofer
Consider an arma process whose ar polynomial is (z)=1 z2/4 and whose ma polynomial is β(z) = 1 + z/3. complete the following: β’ factor the ar and ma polynomials. β’ determine whether or not (z) and β(z) share common factors. β’ for the arma(p, q) process corresponding to (z) and β(z), what are p and q? β’ is the arma(p, q) process corresponding to (z) and β(z) invertible? justify your answer. β’ is the arma(p, q) process corresponding to (z) and β(z) causal? justify your answer.
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Consider an arma process whose ar polynomial is (z)=1 z2/4 and whose ma polynomial is β(z) = 1 + z/3...
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