2. Define the moving average w, is the standard normal white noise, 500 EWitili?, t = 1,..., 1, 000. i=1 a. Calculate the variance of y; -

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2. Define the moving average w; is the standard normal white noise,
500
Y; = wi+ili?, t = 1, ..., 1, 000.
i=1
a. Calculate the variance of y,.
b. Simulate and plot y1 ,…….
-, У1000-
c. Calculate how many values of y, that lie within two standard deviations from the mean. Does the number look reasonable to you?
Transcribed Image Text:2. Define the moving average w; is the standard normal white noise, 500 Y; = wi+ili?, t = 1, ..., 1, 000. i=1 a. Calculate the variance of y,. b. Simulate and plot y1 ,……. -, У1000- c. Calculate how many values of y, that lie within two standard deviations from the mean. Does the number look reasonable to you?
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