I am not sure how to code the ARMA models below.

3 views (last 30 days)
For each ARMA model below, show how an unit shock (i.e.,1) to X at t (i.e., et =1) affects Xt+i, for i=0,1,2,3,….
Xt = 0.7Xt-1 + et , where et ~ iid. N(0.1)
Xt =Xt-1 + et , where et ~ iid. N(0.1)
Xt = et + 0.3et-1 + 0.1et-2, where et ~ iid. N(0.1)

Answers (0)


Find more on Conditional Mean Models in Help Center and File Exchange




Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!