Answered: 4. Identify the following models as…

4. Identify the following models as ARIMA(p,d,q) models (watch out for parameter redundancy). a xt = Xt-1† Wt – - 0.3wt-1. b xt = 1.3xt-1 – 0.3x–2 + W; – 0.3w;-1

Calculus For The Life Sciences

2nd Edition

ISBN:9780321964038

Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Chapter11: Differential Equations

Section11.CR: Chapter 11 Review

Problem 12CR

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Question

A1 How do I identify the order of differencing (d) for these ARIMA models? Any explanation for how to find d by looking at the equation like in this form would be appreciated. Thanks!