Find the ar representation of the ma time series

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Reference no: EM131231708

1. Find the AR representation of the MA(1) time series

where {W_t}_t is a white noise N(0, σ²).

2. Find the MA representation of the AR(1) time series

where, as before, {W_t}_t is a white noise N(0, σ²)

Reference no: EM131231708

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