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Consider a series that follows an MA(1) with zero mean and a moving average coefficient of 0.5 What is the value of the autocorrelation function
Consider a series that follows an MA(1) with zero mean and a moving average coefficient of 0.5
What is the value of the autocorrelation function at lag 1 (ie the value of 1) to the nearest 2 decimal places?
a) 0.48 b) 0.46 c) 0.44 d) 0.42
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