Problem-08 Consider the following Moving Average (MA) process: X, = U, + a,U,1 + a2U,2 + azU23 + a_U,4 + a:U,5 where a,= 5, a;=a;=2=a;= -1 and U, independent-identically distributed Uniform (0, 1). A. Repeat the exercise above with a moving average model. B. Any MA process can be approximated using AR model. Assume an AR model with 5, 10, 50, 100 and 250 coefficients and compare its prediction to the RNN prediction Problem-08 Consider the following Moving Average (MA) process: X, = U, + a,U,1 + a2U,2 + azU23 + a_U,4 + a:U,5 where a,= 5, a;=a;=2=a;= -1 and U, independent-identically distributed Uniform (0, 1). A. Repeat the exercise above with a moving average model. B. Any MA process can be approximated using AR model. Assume an AR model with 5, 10, 50, 100 and 250 coefficients and compare its prediction to the RNN prediction