Question: Q5. Consider the MA(2) process X = (1+0B)W, with W, ~ WN(0,1). Recall that y(0)=1+0, y(1) = 0, y(2) = 0, y(h) = 0

Q5. Consider the MA(2) process X = (1+0B)W, with W, ~ WN(0,1). Recall that y(0)=1+0, y(1) = 0, y(2) = 0, y(h)

Q5. Consider the MA(2) process X = (1+0B)W, with W, ~ WN(0,1). Recall that y(0)=1+0, y(1) = 0, y(2) = 0, y(h) = 0 for h 3. i) Use the innovations algorithm to find X, X3, and X2 in terms of U,U, and U3. (Note that a lot of terms will be zero.) ii) Use the result from part i to find X. (Note that we have calculated X2 in Q8 of HW#6. But in that question, we expressed it in terms of X and X, but in here we expressed it in terms of U and U.)

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