Translate each of the following fitted exponential trend model... | Filo
Translate each of the following fitted exponential trend model... | Filo
5 months ago
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SOLVED: A time series model is given by xt = mt εt where mt is the trend series and E(εt) = 0.Given that the trend function is the cubic polynomial mt = α βt γt^2 δt^3, I write down the symmetric moving average of z, with weights α-2, α-1, α0, α1, α2. I show that in the case where α-1 = α1 and α-2 = α2, the moving average is equal to mt 6 where E(εc) = 0. (This is long and annoying)
SOLVED: A time series model is given by xt = mt εt where mt is th…
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