Consider the covariance stationary time series that satisfy the stochastic difference equation
(1 - 0.2B)(1 - 0.4B)(1 - 0.6B)Xt = Zt , where {Zt} is WN(0,1).
Express the time series as an infinite moving average process and derive a closed form expression for the coefficients of the moving average representation in terms of the roots of the autoregressive polynomial.