functions: Two independent stationary processes {X} and {Y} have the following autocovariance : X+ 0 = 0.5, 1 = 0.2,j=0 (j2) Yo 2.3, 1 = -1.4, 2 = 0.3, %; =0 (j3) Find the autocovariance function of the process Zt = 2X++Yt. A process {Y} is said to be second-order stationary, or weakly stationary, if E(Y) is constant over time and Yt,t-k = Yo,k for all time t and lag k. We will be using this definition whenever the term stationary is used in our class. Properties of autocovariance function and autocorrelation function Yo = Var (Y) Pk=k/o; Po = 1 3 Yk = Y-ki Pk = P-k ko Pk 1