Compute the mean, variance, autocovariance, and autocorrelation
functions for the following model: ππ‘ = 1/ 2 (ππ‘β1 + ππ‘ + ππ‘+1 )
where ππ‘ is a purely random process with mean zero and variance π 2
.
[Hint: For the autocovariance, πΎ(β) and autocorrelation
functions, π(β), you need to show the calculation when the
distance, h=0,1,2,3]
Compute the mean, variance, autocovariance, and autocorrelation functions for the following model: 𝑌𝑡 =
-
- Site Admin
- Posts: 899603
- Joined: Mon Aug 02, 2021 8:13 am