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1.2 Show that the autocovariance function of X; is given by 7X (m) = 01(1 + 62), 7X03 :I: 1, t) = 01236, and 7X

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1.2 Show that the autocovariance function of X; is given by 7X (m) = 01(1 + 62), 7X03 :I: 1, t) = 01236, and 7X (t + h, t) = 0 otherwise

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