This homework is a return to material on regression with ARMA errors and linear filters.

Problems: 4.23 and 5.9. In 4.23 (b) you are asked to describe in words what the filters do. In 4.23 (c) plot |A(v)|^2, |B(v)|^2 and |A(v)B(v)|^2 where A(v) and B(v) are the frequency response functions for the simple and seasonal difference filters.