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(a) Find the ACVF for the time seriesxt=zt+ 0.3zt10.4zt2, whereztis a white noise time series with mean 0 and variance 1. (b) Find the ACVF

(a) Find the ACVF for the time seriesxt=zt+ 0.3zt10.4zt2, whereztis a white noise time series with mean 0 and variance 1. (b) Find the ACVF for the time seriesyt=wt1.2wt11.6wt2, wherewtis a white noise time series with mean 0 and variance 0.25. (c) Compare your results for the two previous parts, commenting on anything that is surprising.

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