Determine which of the following time series are stationary and which of the following time series are invertible. Show your reasons. a) x= 0.9 X-1 + 10+ш+ 0.25ш-1 - 0.10u-2 x+= 1.6x+-1 -0.6 X+-2 + ut x=25 +u+ 0.4ш4-1 - 0.77-2 b) c) d) e) x+= 0.9 X+-1 +0.2 X+-2 + 1.5 + 0.7514-1 XXt-1+U

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.2: Arithmetic Sequences
Problem 68E
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Determine which of the following time series are stationary and which of the
following time series are invertible. Show your reasons.
a) x= 0.9 X-1 + 10+ш+ 0.25ш-1 - 0.10u-2
x+= 1.6x+-1 -0.6 X+-2 + ut
x=25 +u+ 0.4ш4-1 - 0.77-2
b)
c)
d)
e)
x+= 0.9 X+-1 +0.2 X+-2 + 1.5 + 0.7514-1
XXt-1+U
Transcribed Image Text:Determine which of the following time series are stationary and which of the following time series are invertible. Show your reasons. a) x= 0.9 X-1 + 10+ш+ 0.25ш-1 - 0.10u-2 x+= 1.6x+-1 -0.6 X+-2 + ut x=25 +u+ 0.4ш4-1 - 0.77-2 b) c) d) e) x+= 0.9 X+-1 +0.2 X+-2 + 1.5 + 0.7514-1 XXt-1+U
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