Topic: Time Series Analysis

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(1+0.6 B)(1-B) x_{t}=\left(1-0.9 B^{4}\right)^{2} \omega_{t} \text {. }ARIMA (P, d, q) \times(P, D, Q) s model is given by\Phi_{P}(B) \Phi_{P}\left(B^{s}\right) \Delta^{d} \Delta_{s}^{D} x_{t}=\theta_{q}(B) \Theta Q\left(B^{s}\right) u_{t} \text {. }where \Delta=(1-B)\text { Here } \begin{array}{l} \phi_{p}(B)=1+0.6 B \\\therefore \Phi=1 \\\Delta^{d}=1-B \\\therefore d=1 \\\theta_{q}(B)=\left(1-B^{0}\right) \\\therefore q=0 \\\Phi_{p}\left(B^{0}\right)=\left(1-B^{0}\right) \\\therefore P=0 \\\Theta_{Q}\left(B^{5}\right)=\left(1-0.9 B^{4}\right)^{2} \\\therefore Q=2 \\S=4 . \\\text { ARIMA }(1,1,0) \times(0,0,2) 4 .\end{array} ...