Meaning of D(Y,2,12)

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jeswanthjagu
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Meaning of D(Y,2,12)

Postby jeswanthjagu » Thu Dec 10, 2015 12:47 am

What is algebraic form of D(Y,2,12)?
Is it Y(t)-2Y(t-1)+Y(t-2) or Y(t)-Y(t-1)-Y(t-12)+Y(t-13)?

trubador
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Re: Meaning of D(Y,2,12)

Postby trubador » Fri Dec 11, 2015 7:20 am

Neither. The resulting form will depend on how you expand/simplify it, but you can work on the following:

Code: Select all

d(y,2,12) = (d(y)-d(y(-12)))-(d(y(-1))-d(y(-13)))


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