(Theoretical Question). Yule-Walker procedure and Durbin-Levinson algorithm for MA(q ) models. Consider the MA(1) model X = Z, +871-1, # E R, where Z, are ii.d. random variables with mean 0 and variance oz. Our goal is to find the best linear predictor P Xn+ of Nn+ , based on X1, ..., X,. (a) Let n = 2. Use the formula Ina, = y(n; 1) to obtain coefficients an, a, in PXs = aX, + a, X1. (b) Let n = 2. Apply the Durbin-Levinson algorithm to get PX; = onX, + on X1. You should get the same answer as in the previous assignment; note however that there is a change of notation: (an, a, ) are changed into (021, 022 )