Question: 3. (a) Find the coefficients v; for j = 0, 1, 2, ... in terms of a closed form exp representation Xt = City, Zey

3. (a) Find the coefficients v; for j = 0, 1, 2, ... in terms of a closed form exp representation Xt = City, Zey of the ARMA(2, 1) process Xt - 1.1Xt-1 +0.3Xt-2 = Zt + 0.2Zt-1, {Zth ~ WN(0, 57 ) (b) Provide the recurrence relations satisfied by the ACVF y(h) for h > 2 wi boundary conditions

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