Question: Please find the question in the picture attached. Looking forward to your solution 1. Let (x,) be the MA(1) process defined by the equations x,

Please find the question in the picture attached. Looking forward to your solution

1. Let (x,) be the MA(1) process defined by the equations x, = w, - Ow,-1. t = 0,11,..-. where (w, ]-did N(0, 5'). (A) (2 points) For 0 = 0.5, find the best linear predictor I,+ of In+1 based on the infinite past (X -co

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