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Math Help - Please help me! Time Series Analysis

  1. #1
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    Unhappy Please help me! Time Series Analysis

    I have been running in circles with this problem and would greatly appreciate any help.
    Attached Thumbnails Attached Thumbnails Please help me! Time Series Analysis-gash.jpg  
    Last edited by CaptainBlack; March 27th 2008 at 05:24 AM.
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by Abby123 View Post
    I have been running in circles with this problem and would greatly appreciate any help.
    Apply the stepping rule repeatedly to reduce the X_{t} to lower order to get:

    \Delta_{m,t}=\sum_{r=t-m+1}^t u_r

    As variance is additive you should be able to complete the first part from here.

    For the second part regroup the terms to express \Delta^* in terms of \Delta's

    RonL
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