The characteristic roots of the MA process y t = -3 u t -1 + u t -2 + u t are a) 1 and 2 b) 1 and…
yt= -3ut-1+ut-2+ut
are
| a) | 1 and 2 | |
| b) | 1 and 0.5 | |
| c) | 2 and -0.5 | |
| d) | 1 and -3 |
yt= -3ut-1+ut-2+ut
are
| a) | 1 and 2 | |
| b) | 1 and 0.5 | |
| c) | 2 and -0.5 | |
| d) | 1 and -3 |