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2. Forecasting with MA Processes. (i) How to check the invertibility of an MA(1) model?

2. Forecasting with MA Processes. (i) How to check the invertibility of an MA(1) model? (ii) Suppose we use an MA model to model the process represented in Figure 2. Write down the model and find the estimates of the coefficients. (15 marks)Mock Figure2.jpg

Mock Figure2.jpg

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