I Consider two MA(2) processes, one with 01 = 9. = 1/6 and another with 01 = 1 and 92 = 6. (a) Show that
I Consider two MA(2) processes, one with 01 = 9. = 1/6 and another with 01 = 1 and 92 = 6. (a) Show that these processes have the same autocorrelation function. (b) How do the roots of the corresponding characteristic polynomials compare
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