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Problem 5 (30 marks). In each of the following three sets of graphs is shown a realisation of the process X1 =$X1-1+14 + 01-11 the

Problem 5 (30 marks). In each of the following three sets of graphs is shown a realisation of the process X1 =$X1-1+14 + 01-11 the ~ WN(0, 1) together with its estimated autocorrelation and partial antocorrelation functions and their 99% confidence intervals. Give values for o and 0 in all cases and state if the process is stationary and invertible. (1) Xt Autocorrelation Partial autocorrelation m FINA304 - Assignment 1 Cheng Zhang (ii) X Autocorrelation Partial autocorrelation (iLi) Autocorrelation Partial autocorrelation

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