Assume a MA(1)-process given by Y; = c+& + 0ɛL-1; E n N(0, 0), t = 1, ...,T. Compute the autocorrelation function of Y;.

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Assume a MA(1)-process given by
Y = c+ € + 0ɛ,-1)
Ep ~ N(0, 0?), t= 1, ...,T.
Compute the autocorrelation function of Y.
Transcribed Image Text:Assume a MA(1)-process given by Y = c+ € + 0ɛ,-1) Ep ~ N(0, 0?), t= 1, ...,T. Compute the autocorrelation function of Y.
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