5-10 Example of an Ma Process Consider the following MA(2) process A1=l1+1l1-1+62l12 where u, is a zero mean white noise process with variance o (1) Calculate the mean and variance ofX, (i) Derive the autocorrelation function for this process (i.e express the autocorrelations, Ti, t,,... as functions of the parameters 8, and 82) (iii)If 81=-0.5 and 02=0.25, sketch the acf of X,5-10 Consider the following MA(2) process: where ut is a zero mean white noise process with variance . (i) Calculate the mean and variance of Xt (ii) Derive the autocorrelation function for this process (i.e. express the autocorrelations,  1 ,  2 , ... as functions of the parameters 1 and 2 ). (iii) If 1 = -0.5 and 2 = 0.25, sketch the acf of Xt . Example of an MA Process Xt = ut + 1 ut−1 + 2 ut−2 2 