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Consider the function(h) defined by 1, h=0 (h) = -0.5, h = +/- 2 and 0, Otherwise (a)Show thatis an ACVF by providing a stationary
Consider the function(h) defined by
1, h=0
(h) = -0.5, h = +/- 2 and
0, Otherwise
(a)Show thatis an ACVF by providing a stationary processxtthat hasas its ACVF.
(b)For the processxtwith ACVF, find the predictorx23.
(c)What is the MSPE forx23?
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