The bivariate MA(4) model xt = at 4 at4 is another seasonal model with periodicity 4,

The bivariate MA(4) model xt = at − Θ4 at−4 is another seasonal model with periodicity 4, where { at } is a sequence of independent and identically distributed normal random vectors with mean zero and covariance matrix Σ. Derive the covariance matrices Γ of xt for

= 0,…, 5.