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(Q2) nouns(2 points) Consider process MA(2): X1 = (1 + 0161-1 + 02 61-2. {} is white noise, we have n = 20 observations. Based
(Q2) nouns(2 points) Consider process MA(2): X1 = (1 + 0161-1 + 02 61-2. {} is white noise, we have n = 20 observations. Based on the observation, We estimate 0 = 0.1 and 62 = -0.05. Given an estimate of o? . n = 20 observations, the sample variance X is 9. The
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