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Let x t be the MA(2) process defined by x t = w t 2w t1 + w t2 (a) Find the ACVF and the
Let xt be the MA(2) process defined by
xt = wt 2wt1 + wt2
(a) Find the ACVF and the ACF for xt
(b) Find the variance for 3x1+x2+x3
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Mathematical Interest Theory
Authors: Leslie Jane, James Daniel, Federer Vaaler
3rd Edition
147046568X, 978-1470465681
