Let $X_t$ be a weak stationary process ARMA(1,1)
$\varepsilon_t$ ~ $WN\left(0,\sigma^2\right)$
The estimated parameters are:
If I have to compute the expected value of $X_t$, is correct to say that the mean of ARMA(1,1) (if stationary) is equal to the mean of AR(1)?
If I follow this statement, $E(X_t)$ should be:
Is there something wrong?