Question: 9. Consider the simple moving average model X; = 0.2 + W} 0.5m_1. where W; is a. sequence of i.i.d. normal random variahla with mean

9. Consider the simple moving average model X; = 0.2 +

9. Consider the simple moving average model X; = 0.2 + W} 0.5m_1. where W; is a. sequence of i.i.d. normal random variahla with mean zero and variance 4. What. is the mean of X3? \"(hat is the variance of X1? (1|) points)

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