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For each of the ARIMA models below, give the values for E(Yt) and Var(Yt). (a) Yt=3+Yt1+et0.75e
t1. (b) Yt=10+1.25Yt10.25Yt2+et0.1et1. (c) Yt=5+2Yt11.7Yt2+0.7Yt3+et0.5et1+0.25et2.

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For each of the ARIMA models below give the values for EYt.pdf

  • 1. For each of the ARIMA models below, give the values for E(Yt) and Var(Yt). (a) Yt=3+Yt1+et0.75e t1. (b) Yt=10+1.25Yt10.25Yt2+et0.1et1. (c) Yt=5+2Yt11.7Yt2+0.7Yt3+et0.5et1+0.25et2.