Question
For a moving average process of the form xt= wt-1 + 2wt- wt+1 where wt are independent with zero means and variance o2w, Generate
For a moving average process of the form xt= wt-1 + 2wt- wt+1 where wt are independent with zero means and variance o2w, Generate n = 100 observations of the time series and plot 5 replicates of observations with different colors. Compute and plot the sample autocorrelation function. Please show me the code.
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Probability & Statistics For Engineers & Scientists
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