Question: Question 2 (2 marks) Suppose that the process {Y} follows an MA(1) model, find the autocovariance function for the process W = VY =

Question 2 (2 marks) Suppose that the process {Y} follows an MA(1)

Question 2 (2 marks) Suppose that the process {Y} follows an MA(1) model, find the autocovariance function for the process W = VY = (Yt - Y-1) in terms of 0 and 2, (where is the white noise variance).

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