1. Consider two MA(1) models:xt = Wt +12Wt-1,Wt ~N(0, 2²)Ut ~Yt = vt +2Vt-1,(a) Why do we prefer invertible models?(b) Check if both models are invertible using the lag operator B.(c) Find the mean functions for both models.(d) Find the autocovariance functions for both models.(e) Find the autocorrelation functions for both models.(f) Simulate 100 observations for each model, and compare the time plots of thesimulated series. Set a seed, and use it for both.(g) Which of the two models above is preferred? Give one reason.N(0, 1²)

(As per our standard guidelines, we are supposed to answer only 3 sub-parts.)a) We prefer invertible…

Answered: 1. Consider two MA(1) models: 1 x₁ = W₁…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

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