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Assignment-7
1. A third order Autoregressive (AR) model described as follows.
Derive equations to be used for determining the constant parameters (ф1, ф2 and ф3 in terms of autocorrelation coefficients.
2. In ARIMA technique, we know that
Take a time series and check whether this expression converges to zero or not. Also, determine the variance and comment on the characteristics of the variance.
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