Recall that the MA(q) process is defined as: = where {} is a white noise...

Question

Question

Recall that the MA(q) process is defined as:

$y_{t}$ = $i t$ where { $varepsilon _{t}$ } is a white noise process with variance $sigma ^{2}$ < $infty$

a) Construct an expression for $E[y_{t}]$

b) Construct an expression for $Var(yt)$

c) Construct an expression for the autocovariance and autocorrelation functions.

math Statistics-And-Probability

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Answer 1

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Recall that the MA(q) process is defined as: = where {} is a white noise...

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Recall that the MA(q) process is defined as: = where {} is a white noise...

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Add Answer to: Recall that the MA(q) process is defined as: = where {} is a white noise...

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