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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Q: 1. Suppose that Y, follows the Moving Average process of order 1 (MA(1)) model Y₁ = Et - 0&t-1,…

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Q: 1. Suppose that Y, follows the Moving Average process of order 1 (MA(1)) model Y₁ = &-0₁-1, where is…

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