Show that following MA models are equivalent A: Yt = et – Oet-1 for et ~ WN(0, 1) 1 Yt = et for et ~ WN(0, 0² ) B: et-1 If e = 0.5, show that only model A is invertible, and find its infinite AR representation

MATLAB: An Introduction with Applications
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Show that following MA models are equivalent
А:
Yt = et – Oet-1
for et ~
WN(0, 1)
В:
1
Yt = et
WN(0, 0²)
for et ~
A et-1
If 0 = 0.5, show that only model A is invertible, and find its infinite AR
-
representation
Transcribed Image Text:Show that following MA models are equivalent А: Yt = et – Oet-1 for et ~ WN(0, 1) В: 1 Yt = et WN(0, 0²) for et ~ A et-1 If 0 = 0.5, show that only model A is invertible, and find its infinite AR - representation
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