##### Q-82. Assume the following covariance stationary ARMA(2, 2): $ Y_t = 0.2 + 0.4Y_{t-1} - 0.3Y_{t-2} + 0.6\epsilon_{t-1} + 0.1\epsilon_{t-2} + \epsilon_t \\ \epsilon_t \sim WN(0, \sigma^2) $ 此预测为考点预测,考题仅为复习参考 内部使用资料,严禁传播,否则追究法律责任 | Financial Risk Manager Part 1 Quiz - LeetQuiz