This paper concentrates on the primary theme of CONSIDER THE ARMA(1,1) MODEL Y T − 0.8Y T−1 = A T + 0.4A T−1 WITH A T ∼ N… in which you have to explain and evaluate its intricate aspects in detail. In addition to this, this paper has been reviewed and purchased by most of the students hence; it has been rated 4.8 points on the scale of 5 points. Besides, the price of this paper starts from £ 40. For more details and full access to the paper, please refer to the site.
Consider the ARMA(1,1) model yt − 0.8yt−1 = at + 0.4at−1 with at ∼ N (0, 0.49). Convert the model into a state-space form using (a) Akaike’s method, (b) Harvey’s approach, and (c) Aoki’s approach.