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Consider the linear trend model X = Bo+Bt+Wt. Define a time series (Y+) by taking a moving average of with a symmetric window of
Consider the linear trend model X = Bo+Bt+Wt. Define a time series (Y+) by taking a moving average of with a symmetric window of size 7. Define another times series (Z+) by taking a difference. a. What is the mean function for (Y+)? What is the ACVF for (Y+)? b. What is the mean function for (Z+)? What is its ACVF? c. What is the CCF of (Y+) and (Z+)? d. Are (Y) and (Z) jointly stationary?
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