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please show the work (1) Consider the following four ARMA processes, where as usual is WN(0,02): (i) MA(1): Xn=Zn + .75Zn-1 (ii) AR(1): Xn_ .75X,-1
please show the work
(1) Consider the following four ARMA processes, where as usual is WN(0,02): (i) MA(1): Xn=Zn + .75Zn-1 (ii) AR(1): Xn_ .75X,-1 = Zn (iii) ARMA(1,1): Xn_ .75Xn_ 1 =Zm+ .752,-1 (iv) AR(2): Xn_ .75X,-2 = Zn For each of these processes, determine (a) the autocovariance sequence of the process (include a sketch), (b) the spectral density of the process (include a sketch), and (c) the formula for the best linear predictor of Xn+1 in terms of Xn, Xn-1, i.e. calculate
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