3. Consider the MA(2) model y, = E, + Bɛ,-2. where < 1 and (ɛ,) WN(0, 1). (a) Find the autocovariance functions of (y,). (b) Is this model weakly stationary? (c) Compute the variance of the sample mean (y, + y2 + yı)/3 when @ 0.5. %3D

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