Question

Consider the process where B is a backwards shift operator so that BXt-Xt-i and the {Zt) are assumed to be independent random errors. (a) [2 marks] Identify what kind of nonseasonal ARIMA(p,d,q) process this is; that is give the parameters (p,d,q) and give the abbreviated name for this particular process. (b) [3 marks] (i) Is this particular process stationary? Explain. (ii) Is this process invertible? Why?

Answer 1

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for an Auto egessive nscess the phocess is sfatianazy then it is also 89 inuentible Ano her seassn is all AR processes ae invetible MA tee n. Since they dent contain