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What is the importance of invertibility? " Invertibility—When choosing parameters in MA processes (either pure MA or ARMA), always select parameter values so that the MA coefficients are invertible. Because any MA(q) model has 2q equivalent representations, requir-ing invertibility is a simple...

Hello, What is the calculation for converting Yt to r1 in the below text? "For example, suppose that Yt = 1.4Yt-1 - 0.45Yt-2 This AR(2) is stationary because the roots of the characteristic polynomial are 0.9 and 0.5. The YW equations are r1 = 1.4 - 0.45r1 r2 = 1.4r1 - 0.45 The solutions...

Can you please share the whatsapp link on the group?

Is there a whatsapp group for FRM1?

Can somebody please add me: +1-202-848-3650

Can somebody share the link to whatsapp group for FRM Level1?