Compute the mean, variance, autocovariance, and autocorrelation functions for the following model: 𝑌𝑡 =
Posted: Thu Feb 17, 2022 11:00 am
Compute the mean, variance, autocovariance, and autocorrelation
functions for the following model: ๐๐ก = 1/ 2 (๐๐กโ1 + ๐๐ก + ๐๐ก+1 )
where ๐๐ก is a purely random process with mean zero and variance ๐ 2
.
[Hint: For the autocovariance, ๐พ(โ) and autocorrelation
functions, ๐(โ), you need to show the calculation when the
distance, h=0,1,2,3]
functions for the following model: ๐๐ก = 1/ 2 (๐๐กโ1 + ๐๐ก + ๐๐ก+1 )
where ๐๐ก is a purely random process with mean zero and variance ๐ 2
.
[Hint: For the autocovariance, ๐พ(โ) and autocorrelation
functions, ๐(โ), you need to show the calculation when the
distance, h=0,1,2,3]