Question 3 For An Ma 3 Process The Following Is True P 1 1 P 5 0 P 2 0 P 3 0 And P 5 0 Question 4 T 1 (8.36 KiB) Viewed 18 times
Question 3 For An Ma 3 Process The Following Is True P 1 1 P 5 0 P 2 0 P 3 0 And P 5 0 Question 4 T 2 (20.31 KiB) Viewed 18 times
Question 3 For an MA(3) process, the following is true p(1) = 1 P(5) = 0 = p(2) = 0 p(3) = 0 and p(5) = 0
Question 4 The following is not a necessary condition for weakly stationary time series? Mean is constant and does not depend on time Autocovariance function depends on s and t only through their difference s-t|(where t ands are moments in time) The time series under considerations is a finite variance process Time series is Gaussian
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