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(Q2) nouns(2 points) Consider process MA(2): X, = (+ + 01 6+-1 + 0/2 Et-2. {} is white noise, we have n = 20 observations.
(Q2) nouns(2 points) Consider process MA(2): X, = (+ + 01 6+-1 + 0/2 Et-2. {} is white noise, we have n = 20 observations. Based on the observation, We estimate 9 = 0.1 and 02 = -0.05. Given an estimate of oz . n = 20 observations, the sample variance X is 9. The answer: =
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