Question

Let(ej denote a white noise process from a normal distribution with E[9] = 0, Var(e-g an Cov(et, e) = 0 for tヂs. Define a new time series {Y.} by Y, = 9 + 0.6 e--04 et-2 + 0.2 9-3 1. Find E(Y) and Var(Y,) 2. Find Cov(Y,X,-k) for k = 1,2,
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4to4 23) 04 02 beyond 3 い(012)の 2- k 21 2 K 27it is actually a moving average (MA) process of order or lag 3

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