Question: Let Yt be an MA(q) process, Yt = + t + 1t1 + + qtq. Find formulas for the autocovariance and autocorrelation functions of Yt
Let Yt be an MA(q) process, Yt = + t + 1t1 + + qtq. Find formulas for the autocovariance and autocorrelation functions of Yt .
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