Assume the following ma1 process follows invertibility


Question - Assume the following MA(1) process follows invertibility condition.

yt = εt + θεt-1, where εt ~ WN (0, σ2)

(i) Write down the invertibility condition for the above equation.

(ii) Now convert this MA(1) process in to a AR(∞) process.

Request for Solution File

Ask an Expert for Answer!!
Mathematics: Assume the following ma1 process follows invertibility
Reference No:- TGS01579866

Expected delivery within 24 Hours