Question: Question 5 [20] For the model (1 -QB) 101 = (1 -01 8 - 0,B' -0,+1 83+ )a, where > > 3 and a, is
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Question 5 [20] For the model (1 -QB) 101 = (1 -01 8 - 0,B' -0,+1 83+ )a, where > > 3 and a, is white noise, (a) evaluate the first eight non-zero , weights of the model when expressed as an MA(co), and (8) (b) hence or otherwise find the variance of the process. (12)
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