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A time series {y} follows an MA(2) model: y = 2 + +0.5ut-1+0.4ut-2. Assume that u is a white noise series with a mean
A time series {y} follows an MA(2) model: y = 2 + +0.5ut-1+0.4ut-2. Assume that u is a white noise series with a mean of O and a variance of 2. Please calculate Var(y+) (i.e. the variance of) 2.96 1.41 2.82 1.98
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Electric Machinery
Authors: Charles Kingsley, Jr, Stephen D. Umans
6th Edition
71230106, 9780073660097, 73660094, 978-0071230100
