1. Suppose that Yt follows the Moving Average process of order 1 (MA(1)) model Yt=ϵt−θϵt−1, where

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answerhappygod
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1. Suppose that Yt follows the Moving Average process of order 1 (MA(1)) model Yt=ϵt−θϵt−1, where

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1. Suppose that Yt follows
the Moving Average process of order 1 (MA(1)) model Yt=ϵt−θϵt−1,
where ϵt is
i.i.d. with E(ϵt)=0 and Var(ϵt)=σϵ2 .
a) Compute the mean and variance of Yt
b) Compute the first two autocovariances of Yt
c) Compute the first two autocorrelations of
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