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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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Let = 0.2−1 + be an autoregressive process of order 1, where is a white noise

with mean...
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