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Consider the series xt = −.8xt−2 + wt and yt = 2cos(2πt) + wt, where wt...

Consider the series xt = −.8xt−2 + wt and yt = 2cos(2πt) + wt, where wt ∼ iid N(0,1).

Determine each of the following functions:

(b) the autocovariance functions γx(s, t) and γy(s, t)

(c) the autocorrelation functions ρx(s, t) and ρy(s, t)

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