Abstract
The general nonstationary ARMA model with time dependent coefficients is considered and a necessary and sufficient condition for the existence of the solution of such a model is given. A simple form of the above solution is expressed as a one-sided-moving average, in terms of one-sided Green's functions. Using these results we solve the Prediction Problem and give some expressions for the h(>0) step-ahead linear predictor of such a process. A few examples are added to illustrate the theory.
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