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Problem 5 (30 marks). In each of the following three sets of graphs is shown a realisation of the process X, = 0X-1 + 4

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Problem 5 (30 marks). In each of the following three sets of graphs is shown a realisation of the process X, = 0X-1 + 4 +Hur-1, the WN(0,1) together with its estimated autocorrelation and partial autocorrelation functions and their 99% confidence intervals. Give values for and 8 in all cases and state if the process is stationary and invertible, X Autocorrelation Partintocorrelation 2 FINA304 - Assignment 1 Cheng Zhang (11) Autowerelation Partial agtocorrelation Autocorrelation Partial autocorrelation

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