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Consider the time series Yt = + ut + ut1. In other words, Yt depends on a current period innovation ut as well as the

Consider the time series Yt = + ut + ut1. In other words, Yt depends on a current period innovation ut as well as the innovation last period ut1. This is called a moving average process of order 1, denoted MA(1)

Calculate E[Yt | ut1]

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