Question: Given an MA process generated by applying a zero-mean white noise with unit variance to a system described by [H(z)=0.921-1.6252 z^{-1}+z^{-2} text {, }] estimate

Given an MA process generated by applying a zero-mean white noise with unit variance to a system described by

\[H(z)=0.921-1.6252 z^{-1}+z^{-2} \text {, }\]

estimate the third-order AR model for the resulting process using the linear prediction method and comment on the results.

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