2. For a casual ARMA(1,1) process Y = Y., +0,44+with ®ki derive the auto- covariance function p(h) for lags 0, 1 and h r
Posted: Thu Apr 28, 2022 7:10 am
2. For a casual ARMA(1,1) process Y = Y., +0,44+with ®ki derive the auto- covariance function p(h) for lags 0, 1 and h respectively. Hence obtain the first three values of p(h) for the model Y, = 0.67,-,-0.24, 4+e, where e - WN(0,0%)