The time series xt is generated through the arima model., Ask an Expert

Economics

1. The time series Xt is generated by the ARIMA (1,1,2) model

(1-0.60B)(1-B)Xt= (1 - 0.86B + 0.30Bsquared)at

Where B is the back-shift operator, and at is white noise. Is there an exponential smoothing algorithm that generates the same forecasts as this model? If so, write down the recurrence form of that algorithm.

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Business Economics, Economics

Category:- Business Economics
Reference No.:- M9307217

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