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