time series analysis, joint distribution of arma models
how to solve
ARMA(2,1) model Y, = Yf-1 -Yt-2 + Et + 26t-1 with Gaussian white noise E, ~ N(0, 1).What’s the joint distribution of (Y1, Y2, Y3)? Give the parameters of the distribution.
time series analysis, joint distribution of arma models
how to solve
ARMA(2,1) model Y, = Yf-1 -Yt-2 + Et + 26t-1 with Gaussian white noise E, ~ N(0, 1).What’s the joint distribution of (Y1, Y2, Y3)? Give the parameters of the distribution.
Hi there! Click one of our representatives below and we will get back to you as soon as possible.