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time series
1. Consider the model xt=0.5xt1+wt0.4wt1. (a) Determine whether this model is causal or not. If it
is causal, find the causal representation for xt, that is, express xt=j=0jwtj for some coefficients j. (b)
Determine whether this model is invertible or not. If it is invertible, find the invertible representation
for wt, that is, express wt=j=0jxtj for some coefficients j.

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time series 1 Consider the model xt05xt1+wt04wt1 a D.pdf

  • 1. time series 1. Consider the model xt=0.5xt1+wt0.4wt1. (a) Determine whether this model is causal or not. If it is causal, find the causal representation for xt, that is, express xt=j=0jwtj for some coefficients j. (b) Determine whether this model is invertible or not. If it is invertible, find the invertible representation for wt, that is, express wt=j=0jxtj for some coefficients j.