denoted by    B^j X_t=  X_t-j          for all j

Then equation (3.2) may be written as  X_t  =  β₀Z_t+ β₁BZ_t+...+β_qB^qZ_t =(β₀+ β₁B+...+β_qB^q )Z_t=θ(B)Z_t

_{In which,} θ(B)==(β₀+ β₁B+...+β_qB^q ).

By the way, B is called backshift operator(Jianqing Fan & Qiwei Yao, 2002) or lag operater (Hamilton,1994).

where θ(B) is polynomial of order q in B.

the equition 3.2 is  X_t  =  β₀Z_t+ β₁Z_t-1+...+β_qZ_t-q

高

很明显,使滞后算子