[Solved] Problem 3. (8pts) Consider a moving avera

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Problem 3. (8pts) Consider a moving average model MA(1): Yt = Bet-1+ Et, t = ..., -2, -1, 0, 1, 2, ... where {} is

Problem 3. (8pts) Consider a moving average model MA(1): Yt = Bet-1+ Et, t = ..., -2, -1, 0, 1, 2, ... where {} is white noise with variance o2. Please calculate: 1. the variance of Yt. 2. the value of auto-correlation ACF(1)

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