Question: Exercise 7.9.10. Show, for an MA(1) process with parameter 1, that E (yn+1|Y) = s=0 s 1yns

Exercise 7.9.10. Show, for an MA(1) process with parameter θ1, that

ˆE

(yn+1|Y∞) = −

∞Σ

s=0

θ s 1yn−s

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