Julia
3. Impulse response of an ARMA(1, 1) process Let « follow ARMA (1, 1) process-that is, the sum of an AR(1) and MA(1) process: 2+=02t-1+Et+01Et-1 where {E} is white noise. (a) Write this in the form (L)xt = O(L)E for polynomials $(L) and O(L), being sure to specify the polynomials. (b) Assuming the roots of […]