Convert the model into a state space form

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Reference no: EM131224932

Consider the ARMA(1,1) model y_t- 0.8y_t-1 = a_t + 0.4a_t-1 with a_t ∼ N (0, 0.49).

Convert the model into a state-space form using (a) Akaike's method, (b) Harvey's approach, and (c) Aoki's approach.

Reference no: EM131224932

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