Lista 1 - Exercício 3 - item e

# Zt = (1 - 1,2*B)(1 - 0,6*B)at  ==> Zt = at - 1,8at-1 + 0,72at-2 ==> MA(q), q=2 ==> MA(2)
set.seed(666)

N <- 1000

noise <- rnorm(N, 0, 1)

theta.1 <- -1.8
theta.2 <- .72

Z <- noise[1]

Z[2] = noise[2] + theta.1*Z[1]

# t >= 3
for (t in 3:N) {
  Z[t] = noise[t] + theta.1*noise[t-1] + theta.2*noise[t-2]
}