- Q2 Nouns 2 Points Consider Process Ma 2 Xt T 0 T 1 0 T 2 T Is White Noise We Have N 20 Observations 1 (42.54 KiB) Viewed 14 times
(Q2) nouns(2 points) Consider process MA(2): Xt = t + 0₁ €t-1 + 0₂ €t-2. {t} is white noise, we have n = 20 observations
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(Q2) nouns(2 points) Consider process MA(2): Xt = t + 0₁ €t-1 + 0₂ €t-2. {t} is white noise, we have n = 20 observations
(Q2) nouns(2 points) Consider process MA(2): Xt = t + 0₁ €t-1 + 0₂ €t-2. {t} is white noise, we have n = 20 observations. Based on the observation, We estimate 0 = 0.1 and 2 = -0.05. Given an estimate of o2. n = 20 observations, the sample variance X is 9. The answer: 6² =