Question: J 2 Variable y t follows MA(2) model. y t = 4.3 + e t + 0.9* e t -1 + 0.1*e t-2 e t

J 2

Variable yt follows MA(2) model.

yt = 4.3 + et + 0.9* et -1 + 0.1*et-2

et is normally distributied w.noise process, variance o2 =6

calculate the response of yt+1 to a shock et , response described; IR(yt+1 | et) = dyt+1 / det

calculate the response of yt+2 to a shock et, IR(yt+2 | et) = dyt+2 / det

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