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Mathematics, 08.11.2019 03:31 lovenahofer

Consider an arma process whose ar polynomial is (z)=1 z2/4 and whose ma polynomial is ✓(z) = 1 + z/3. complete the following: • factor the ar and ma polynomials. • determine whether or not (z) and ✓(z) share common factors. • for the arma(p, q) process corresponding to (z) and ✓(z), what are p and q? • is the arma(p, q) process corresponding to (z) and ✓(z) invertible? justify your answer. • is the arma(p, q) process corresponding to (z) and ✓(z) causal? justify your answer.

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Consider an arma process whose ar polynomial is (z)=1 z2/4 and whose ma polynomial is ✓(z) = 1 + z/3...

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