Question: For the system (2.4.1), derive the coefficient matrices 0, . . . ,5 of the MA representation (2.3.15) using the upper triangular P matrix given

For the system (2.4.1), derive the coefficient matrices Θ0, . . . ,Θ5 of the MA representation (2.3.15) using the upper triangular P matrix given in (2.4.1).

Plot the effects of a unit innovation in IR in terms of that representation.

Compare to the plots obtained in Problem 2.7 and interpret. Repeat the analysis with a lower triangular P matrix and comment on the results.

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