Question

Box-Jenkins : For each of the non-seasonal models presented below, indicate whether or not it complies with the Box-Jenkins approach, ie is it stationary and invertible? Justify your answers.
a) Yt = et − 0,67 Yt−1
b) Yt = et + 0,43 Yt−1 − 0,37 Yt−2
c) Yt = et + 0,25 et−1
d) Yt = et + 0,9 Yt−1 + 0,3 Yt−2
e) Yt = et + 0,9 Yt−1 + 0,3 et−1

Answer 1

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