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Define the moving average model of order MA(q), by the equation 1 1 2 2 , t t t t q t q y t

Define the moving average model of order MA(q), by the equation 1 1 2 2 , t t t t q t q y t T 1,2, , , which states that t y is a moving average of q past shocks. Derive the variance, auto-covariance and autocorrelation of lag h q

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