Let et~WN. Consider two time series models: Model A: (1+1.3B+0.65B*2(raised to the second power) + 0.325B*3 + 1.625B*4 + 0.05B*5)Y t= et Model B: (1+0.8B)Y t= (1-0.5b)et.
a) Find the 'greek letter psy' - weights for the two models.
b) Are these two models similar? Explain your answer.