Need assistance in solving the attached ARMA(1,1) question. I have attached my solutions for comment.

(iii) (a) Xi(1 -$) = (0+1)W. 2=0 42 = 0(8+ 0) j=0 X, can now be written in the form of a moving average MA(co): Xt = Wi + >-'(0 +$)We-; 1=0(iii) (b) taking z transform Zx(2) = Zu(=)+ (0+0)0 '> pizza(=) j=0 = Zu(2)+ (0+0)0 ') (6= lyz(2) j=0 Using sum of infinite series with ratio a/(1-r) r = $z-1 causal series give ROC :| > a Xn = Wnt (0+ )$ $" un Cov(Xt, Xo) = E[X Xo] - E[X.JE[Xo] = of = 0Practice Questions Suppose we are given the ARMA (1,1) model Xt = OX+1 + 02-1 + Zx 10|