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For a moving average process of the form xt = wt1 + 2wt + wt+1, where wt are independent N (0, w2 ). (a)Determine the

  1. For a moving average process of the form xt = wt1 + 2wt + wt+1, where wt are independent N (0, w2 ).
  2. (a)Determine the autocovariance and autocorrelation functions as a function of lag h = s t and plot the ACF as a function of h.
  3. (b)Generate n = 100 observations of the time series with w2 = 1. Compute and plot the sample autocorrelation function.

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