Exercise 7.9.10. Show, for an MA(1) process with parameter 1, that E (yn+1|Y) = s=0

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Exercise 7.9.10. Show, for an MA(1) process with parameter θ1, that

ˆE

(yn+1|Y∞) = −

∞Σ

s=0

θ s 1yn−s

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Advanced Linear Modeling

ISBN: 9783030291631

3rd Edition

Authors: Ronald Christensen

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Question Posted: Aug 31, 2024 06:05 AM

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Exercise 7.9.10. Show, for an MA(1) process with parameter 1, that E (yn+1|Y) = s=0

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Advanced Linear Modeling

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