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Q8 Suppose that {X} is the noninvertible MA(1) process Xt = Et + Get-1, where 0 > 1 and {e} ~ WN(0, o'), t 2

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Q8 Suppose that {X} is the noninvertible MA(1) process Xt = Et + Get-1, where 0 > 1 and {e} ~ WN(0, o'), t 2 0. Define a new process ), as Y = _(-0)-Xt-j. j=0 (i) Show that {Y} is a white noise process with Yt ~ WN(0, of ), t 2 0. 13 ZIV (ii) Express of in terms of d and o

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