Q131·Section III (Statistics)·131 of 145MA(1) with θ\thetaθ and 1/θ1/\theta1/θ: identical autocorrelationsLet Xt=Zt+θZt−1X_t=Z_t+\theta Z_{t-1}Xt=Zt+θZt−1 and Yt=Zt+1θZt−1Y_t=Z_t+\frac1\theta Z_{t-1}Yt=Zt+θ1Zt−1, Zt∼Z_t\simZt∼ iid N(0,1)N(0,1)N(0,1). Which statement is true? OptionsAACF of {Xt}\{X_t\}{Xt} process is same as that of {Yt}\{Y_t\}{Yt}BACF of {Xt}\{X_t\}{Xt} process is different from that of {Yt}\{Y_t\}{Yt}CBoth the processes {Xt}\{X_t\}{Xt} and {Yt}\{Y_t\}{Yt} are invertible for a given value of θ\thetaθDBoth {Xt}\{X_t\}{Xt} and {Yt}\{Y_t\}{Yt} are non-stationaryPick an option to check your answer.Show answerShow solution Report a problem with this question← Q130All questionsQ132 →Keyboard: A–D answer · S solution · ←/→ previous/next