Convert the model into a state-space form using a akaikes


Consider the ARMA(1,1) model y- 0.8yt-1 = at + 0.4at-1 with at ∼ N (0, 0.49).

Convert the model into a state-space form using (a) Akaike's method, (b) Harvey's approach, and (c) Aoki's approach.

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Finance Basics: Convert the model into a state-space form using a akaikes
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