Let etwn consider two time series models model a

Reference no: EM13577468

Let et~WN. Consider two time series models: Model A: (1+1.3B+0.65B*2(raised to the second power) + 0.325B*3 + 1.625B*4 + 0.05B*5)Y t= et Model B: (1+0.8B)Y t= (1-0.5b)et.

a) Find the 'greek letter psy' - weights for the two models.

b) Are these two models similar? Explain your answer.

Reference no: EM13577468

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Let etwn consider two time series models model a : let etwn. consider two time series models model a 11.3b0.65b2raised to the second power 0.325b3 1.625b4 0.05b5y t et

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Let etwn consider two time series models model a

Reference no: EM13577468

Reference no: EM13577468

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