1. Suppose that Y, follows the Moving Average process of order 1 (MA(1)) model Y₁ = Et -0t-1, where &t is i.i.d. with E(&t) = 0 and Var(t) = 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

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1. Suppose that Y, follows the Moving Average process of order 1 (MA(1)) model Y = E – 0ɛ;-1: where &t is i.i.d. with E(ɛ) = 0 and
Var(s) = o?.
a) Compute the mean and variance of Y
b) Compute the first two autocovariances of Y,
c) Compute the first two autocorrelations ofY,
Transcribed Image Text:1. Suppose that Y, follows the Moving Average process of order 1 (MA(1)) model Y = E – 0ɛ;-1: where &t is i.i.d. with E(ɛ) = 0 and Var(s) = o?. a) Compute the mean and variance of Y b) Compute the first two autocovariances of Y, c) Compute the first two autocorrelations ofY,
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