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
Homework Answers
Answer #1
= 
=
+
+ 
= 
= 
=
=
Autocorrelation = 
= 
=
=
=
= 0 , otherwise
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