Consider an MA(2) Y; = po + 01ɛ+–1+02€t-2+ Et What are the values of the following quantities? (b) V[Y;], V,–1[Y;] and y1

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Consider an MA(2)
Yt = 4o + 01&+-1+02€÷-2+ Et
What are the values of the following quantities?
(b) V[Y;], V-1[Y;] and Y1
Transcribed Image Text:Consider an MA(2) Yt = 4o + 01&+-1+02€÷-2+ Et What are the values of the following quantities? (b) V[Y;], V-1[Y;] and Y1
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