Let = 0.2−1 + be an autoregressive process of order 1, where
is a white noise
with mean...
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Mathematics, 12.08.2020 22:01 HistoryLee
Let = 0.2−1 + be an autoregressive process of order 1, where
is a white noise
with mean zero and variance 2.
a) Use Backward Shift operator to express it in terms of
b) Show that the process is stationary
c) Find the ACF
d) Obtain the correlogram
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