Consider the following MA(1) process with &~WN(0,0) such that Yt &t + 3.5t-1 i) ii) iii)...

  

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Consider the following MA(1) process with &~WN(0,0²) such that Yt &t + 3.5t-1 i) ii) iii) Is the process covariance stationary? Can we convert this process into AR (o) process? Why or why not? Calculate autocovariance function. That is calculate yo, Y₁ and in general for j> 1. Interpret your results. Consider the following MA(1) process with &~WN(0,0²) such that Yt &t + 3.5t-1 i) ii) iii) Is the process covariance stationary? Can we convert this process into AR (o) process? Why or why not? Calculate autocovariance function. That is calculate yo, Y₁ and in general for j> 1. Interpret your results. Consider the following MA(1) process with &~WN(0,0²) such that Yt &t + 3.5t-1 i) ii) iii) Is the process covariance stationary? Can we convert this process into AR (o) process? Why or why not? Calculate autocovariance function. That is calculate yo, Y₁ and in general for j> 1. Interpret your results. Consider the following MA(1) process with &~WN(0,0²) such that Yt &t + 3.5t-1 i) ii) iii) Is the process covariance stationary? Can we convert this process into AR (o) process? Why or why not? Calculate autocovariance function. That is calculate yo, Y₁ and in general for j> 1. Interpret your results.

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