Question: I need help in 7.5. 7.4 Consider an MA(1) process for which it is known that the process mean is zero. Based on a series

I need help in 7.5.

it is known that the process mean is zero. Based on a

= -1, and Y; = V. (a) Show that the conditional least-squares

7.4 Consider an MA(1) process for which it is known that the process mean is zero. Based on a series of length n = 3, we observe Yj = 0, Y, = -1, and Y; = V. (a) Show that the conditional least-squares estimate of 0 is V. (b) Find an estimate of the noise variance. (Hint: Iterative methods are not needed in this simple case.)7.5 Given the data Y = 10, Y, = 9, and Y; = 9.5, we wish to fit an IMA(1,1) model without a constant term. (a) Find the conditional least squares estimate of 0. (Hint: Do Exercise 7.4 first.) (b) Estimate of\f\f

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