16.3 Show that the covariances y, of MA(q), the moving average process of order a, are given...
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16.3 Show that the covariances y, of MA(q), the moving average process of order
a, are given by + Yx- +84-28)0 k=1.9 k> q and that the autocorrelation function for MA(4) is given by P = 1+7++++++ 0 as in Eq. (16.17). k-1.9 k>q
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Related Book For 
Econometric Models And Economic Forecasts
ISBN: 9780079132925
4th Edition
Authors: Robert Pindyck, Daniel Rubinfeld
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