5. Show that the AR(2) process X=Xt-1+ cXt-2 +a is stationary provided -1
Posted: Mon Nov 15, 2021 11:02 am
5. Show that the AR(2) process X=Xt-1+ cXt-2 +a is stationary provided -1<c<0. Show that the autocorrelation function when c-3/16 is 453 7 1 p(k) = , k = 0,1,2,... 384 384 =
Posted: Mon Nov 15, 2021 11:02 am
5. Show that the AR(2) process X=Xt-1+ cXt-2 +a is stationary provided -1<c<0. Show that the autocorrelation function when c-3/16 is 453 7 1 p(k) = , k = 0,1,2,... 384 384 =