Question: :b) Consider an MA(1) process for which it is known that the mean is zero. Based on a series of length 3, we observe x1:

:b) Consider an MA(1) process for which it is known that the mean is zero. Based on a series of length 3, we observe x1: 0, X2 = -1,X3 = 0.5 (i) Show that the conditional least squares estimate of B is 0.5 [3 marks] (ii) Find an estimate of the noise variance as? [2 marks]

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