Question

Calculate the autocorrelation function of the time series Yt = wt +a1wt-1 + a12 wt-12

Calculate the autocorrelation function of the time series

Yt = wt +a1wt-1 + a12 wt-12

Math   Statistics-And-Probability   
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Answer #1

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Autocorrelation =

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= 0 , otherwise

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