Properties of ARMA(1,1)

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Answer to Video Exercise 1- deriving the mean, variance, autocovariance and auto-correlation function of an ARMA(1,1).
  1. mathsy
  2. ARMA(1 1)
  3. Autoregressive moving average
  4. ARMA
  5. mean of ARMA
  6. variance of ARMA
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