2. Show that the AR(3) process can be written as Y₁ = B₁ +B₁Y₁₁+ B₂Y₁-2 + B₂Y₁-3 + ε₁ = Bo + pY₁+₁AY_₁ +8₂ AY ₁-2 + &₁ where p = B₁ + B₂ + B3-1. Find expressions for & and 2 in terms of the B's. AY,
2. Show that the AR(3) process can be written as Y₁ = B₁ +B₁Y₁₁+ B₂Y₁-2 + B₂Y₁-3 + ε₁ = Bo + pY₁+₁AY_₁ +8₂ AY ₁-2 + &₁ where p = B₁ + B₂ + B3-1. Find expressions for & and 2 in terms of the B's. AY,
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter1: Fundamental Concepts Of Algebra
Section1.2: Exponents And Radicals
Problem 87E
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