I am not sure how to code the ARMA models below.

1 vue (au cours des 30 derniers jours)

Chris Herdelin le 17 Sep 2021

For each ARMA model below, show how an unit shock (i.e.,1) to X at t (i.e., et =1) affects Xt+i, for i=0,1,2,3,….

Xt = 0.7Xt-1 + et , where et ~ iid. N(0.1)

Xt =Xt-1 + et , where et ~ iid. N(0.1)

Xt = et + 0.3et-1 + 0.1et-2, where et ~ iid. N(0.1)

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R2021a

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