AR (p=1) // AR (P=1)

AR (p=2) // AR (P=2)

MA (q=1) // MA
(Q=1)

MA (q=2) // MA (Q=2)

Frmula

Invertible

At 1 B 2 B ) Yt=+ AtYt = + ( 1 1 BYt) A

t + ( 11 B2 B2 ) At
=
( 11 B ) Yt=+( 1
At 1 B s2 B2 s ) Yt = +YtAt
= + ( 1 1 BYts)=
At + ( 1 1 B s 2 B 2 s ) At
(11 B s ) Yt=+
(1
|2|
|1|
SIEMPRE

<1

SIEMPRE

(solo q=1)

Estacionario

| 1|

<1 (solo

p=1)

Esperanza

Varianza

ACF (

PACF

| 2|

<1 //

1 + 2 <1/ 1 2 <1

E [ Yt ] =
1 1 2

SIEMPRE

<1 //

1+ 2<1 / 12 <1
SIEMPRE

E [ Yt ] == 0
E [ Yt ] ==0
1 1
2

2
2
2
2
2
2
Var [ Yt ] =
Var
[
Yt
]
=
Var [ Yt ] = (1+
Var1 )[ Yt ] = (1+1 +2)
2
1 1 1 2 2
1 1
1 + 2 1
1=
1
//
1
(1+ 21 + 22)
1=k
//
1=
0=1 / 1 = 1 / k = 1 12
2
1+2
2=1 1 + 2
2=
(1+ 21 +22 )
12
k
11 =
/

=
k1
11 = 1
11 =1 / 22= 2
11 =1 / kk =
1
2
k
1
2 [ k +1]
(11 )
E [ Yt ] =