Write down the structure of a three-dimensional varma model


Question: Write down the structure of a three-dimensional VARMA model if the Kronecker indices of the vector time series are {1, 2, 1}. How many parameters does the model employ if it includes the constant vector? You may exclude the covariance matrix Σa of the innovations in the calculation.

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Engineering Mathematics: Write down the structure of a three-dimensional varma model
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