TS Module 7: stationary mixed processes HW

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Homework assignment: mixed autoregressive moving average process

An ARMA(1,1) process has ó² = 1, è₁ = 0.4, and ö₁ = 0.6.

A.     What is the value of ã₀?

B.     What is the value of ã₁?

C.    What is the value of ñ₁?

D.    What is the value of ñ₂?