Question: how would I solve this question Question 5 A moving average of order 1 is defined as: Xt = Z+ + 0Zt-1 where (Zt) ten

how would I solve this question

how would I solve this question Question 5 A moving average of

Question 5 A moving average of order 1 is defined as: Xt = Z+ + 0Zt-1 where (Zt) ten is a white noise with o = 1 and 0 is an unknown parameter. Take 0 = 1 - k 10 a) Write a code to simulate a moving average process with 0 = 1 - k driven by a Gaussian white noise. Show the graph of the result. 10 b) Write a code to simulate a moving average process with 0 = 1 - * driven by a white noise following a distribution t-student with 4 degrees of freedom. c) Compute the empirical autocorrelation function of both processes. Show the graphs. What is the meaning of px (1)? d) Compute the theoretical mean, variance and autocorrelation func- tions for both processes. Show your steps. e) Are the processes stationary? Explain

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