A time series {y} follows an MA(2) model: y = 2 + +0.5ut-1+0.4ut-2. Assume that u...
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A time series {y} follows an MA(2) model: y = 2 + +0.5ut-1+0.4ut-2. Assume that u is a white noise series with a mean of O and a variance of 2. Please calculate Var(y+) (i.e. the variance of) 2.96 1.41 2.82 1.98 A time series {y} follows an MA(2) model: y = 2 + +0.5ut-1+0.4ut-2. Assume that u is a white noise series with a mean of O and a variance of 2. Please calculate Var(y+) (i.e. the variance of) 2.96 1.41 2.82 1.98
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