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Consider the signal plus noise model a. What is the ACF of (X+)? X =sin(2t/5) + Wt. b. Simulate a time series X1, X2,
Consider the signal plus noise model a. What is the ACF of (X+)? X =sin(2t/5) + Wt. b. Simulate a time series X1, X2, ..., X200 from this model and plot its sample ACF. c. Why does the sample ACF not look like the population ACF function? d. Why does the asymptotic normality theorem for the ACF not apply?
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