1. 

   tharandeep Member

   Hi, im having troubling as to putting some {yt} in the form of AR(infinity) or MA(infinity). Could somebody assist me with this?

    

   tharandeep, May 2, 2009

   #1
2. 

   John Potter ActEd Tutor Staff Member

   Hi Tharandeep,
   
   Take a MA(1) process, X(t) = Z(t) + a Z(t-1) = (1+aB) Z(t)
   
   So, Z(t) = X(t)(1+aB)^(-1) then use the (1+x)^p formula from page 2 of the Tables.
   
   Is this what you mean?
   
   Good luck!
   John

    

   John Potter, May 6, 2009

   #2

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