题目内容
（请给出正确答案）
判断如下ARMA过程是否是平稳过程：
Xt=0.7Xt-1-0.1Xt-2+εt-0.14εt-1
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更多“判断如下ARMA过程是否是平稳过程： Xt=0.7Xt-1-0.1Xt-2+εt-0.14εt-1”相关的问题
考虑下面的 ARMA(1,1)模型：
对
的最优一步预测是(i.e. 对时刻t 假设 t-1前包括t-1期的数据已知)其中
= 0.01;
=0.12;
A、0.084
B、0.186
C、0.086
D、0.1
假设
是一个白噪声序列，那么由ARMA系列模型的定义和ACF的定义，下列哪几个模型的ACF是拖尾的？ ①
②
③
④
⑤
⑥
A、②④⑤⑥
B、①②④⑥
C、③④⑤⑥
D、①②④⑤
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Please accept our(5)on your new promotion.
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