In this question you will consider ergodicity and time series averages. Consider the following MA (2) time series model: Ytt 01€t-1 - 0₂€t-2 = (b) State a sufficient condition for the ensemble average to match the time series average.

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In this question you will consider ergodicity and time series averages.
Consider the following MA (2) time series model:
Y₁ = €t 0₁ €t-1 - 0₂€t-2
(b) State a sufficient condition for the ensemble average to match the
time series average.
Transcribed Image Text:In this question you will consider ergodicity and time series averages. Consider the following MA (2) time series model: Y₁ = €t 0₁ €t-1 - 0₂€t-2 (b) State a sufficient condition for the ensemble average to match the time series average.
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Given the MA(2) time series model :

Yt=εt-θ1εt-1-θ2εt-2

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