Assume that 100 observations from the ARMA(1,1) model gave the following estimates: O 0 D V\ar .Xt / D 10; O1 D Corr\.Xt

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Assume that 100 observations from the ARMA(1,1) model gave the following estimates: O 0 D V\ar .Xt / D 10; O1 D Corr\.Xt

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Assume that 100 observations from the ARMA(1,1) model gave thefollowing estimates:O 0 D V\ar .Xt / D 10; O1 D Corr\.Xt ; Xt􀀀1/ D 0:5; and O2 DCorr\.X2; Xt􀀀2/ D 0:4:Find the method of moments estimates of , and 2a:
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