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AR model
From
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estefaniame
Subject
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AR model
Date
:
Sat, 4 Jul 2020 21:37:30 +0200
Good evening
I have a doubt on polynomials. If I have an AR model like Yt=b0+b1*Yt-1+b2*Yt-2+et and I want to write the corresponding polynomial, would it be [1 -b1 -b2]?
Thank you very much.
Kind regards,
Estefanía
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