Therefore, if we put this in the form 
= dy} + dap, 
then 
07 
q, = ——_——_ 
: 24 1(Aj -A5) 
~o% 
a2 = —— 
2A —A3) 
Here /),A2 are the characteristic roots or eigenvalues of Eq. 6.64. Then 
Ay, +2 =-Q| 
A A2 = Qo. 
Then, as we did in Section 6.3.1, from the rule of covariance equivalence 
In 
aA = yy therefore a =A, 
In 
At = > therefore a2 =A, 
and also 
dts Ah! = y+ =-aQ\ 
eth = oith2)Ar — Miu2 = a2 ‘therefore Inaz = (Ay +A2)At =—ayAt 
In a2 
a= f 
Ie Ae 
Equating the values of d,d2 for A(2) as in Eq. 6.75 and By, B2 for ARMA(2.1), 
expressed by Eqs. 5.168 and 5.169, gives 
221 
(6.74) 
(6.75) 
(6.76) 
(6.77) 
(6.78) 
(6.79) 
(6.80) 
(6.81) 
