1. Suppose that Y, follows the Moving Average process of order 1 (MA(1)) model Y₁ = &-0₁-1, where is i.i.d. with E(t) = 0 and Var (₁) = o². a) Compute the mean and variance of Y b) Compute the first two autocovariances of Y c) Compute the first two autocorrelations of Y

MATLAB: An Introduction with Applications
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1. Suppose that Y, follows the Moving Average process of order 1 (MA(1)) model Y₁ = t - 0&t-1, where & is i.i.d. with E(&) = 0 and
Var(t) = 0².
a) Compute the mean and variance of Yt
b) Compute the first two autocovariances of Y
c) Compute the first two autocorrelations of Y
Transcribed Image Text:1. Suppose that Y, follows the Moving Average process of order 1 (MA(1)) model Y₁ = t - 0&t-1, where & is i.i.d. with E(&) = 0 and Var(t) = 0². a) Compute the mean and variance of Yt b) Compute the first two autocovariances of Y c) Compute the first two autocorrelations of Y
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