Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2008/iii/paper-47/2/b/solution

The seasonal difference operator has , and all other coefficients zero. Its frequency response is , so
The right sketch shows zeros at for , and maxima of height two at for . The seasonal difference operator removes every exactly twelve-periodic component, including a constant. Its filter gain has a comb pattern: it selectively suppresses seasonal frequencies, rather than increasing monotonically with frequency.

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