For each of the following models

(a) xt = 0.3xt−1 + zt

(b) xt = zt − 1.3zt−1 + 0.4zt−2

Save your time - order a paper!

Get your paper written from scratch within the tight deadline. Our service is a reliable solution to all your troubles. Place an order on any task and we will take care of it. You won’t have to worry about the quality and deadlines

Order Paper Now

(c) xt = 0.5xt−1 + zt − 1.3zt−1 + 0.4zt−2

assume that zt ∼ wn(0, σ2 ) and express the model in lag polynomial notation, determine whether it is stationary and / or invertible. For model (a), find the MA representation.

Do you need a similar assignment done for you from scratch? We have qualified writers to help you. We assure you an A+ quality paper that is free from plagiarism. Order now for an Amazing Discount!
Use Discount Code "Newclient" for a 15% Discount!

NB: We do not resell papers. Upon ordering, we do an original paper exclusively for you.