Question: Consider the time series Xt = bo + bit + Wt where bo and b, are regression coefficients, and { wt } is a white

Consider the time series Xt = bo + bit + Wt where bo and b, are regression coefficients, and { wt } is a white noise process with variance o Show that the mean of the two sided moving average Ut = (Xt-1 + Xt + Xt+1)/3 is bo + bit

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