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Q16 Find the mean, the variance, the first three autocorrelation functions (ACF) and the first 3 partial autocorrelation functions (PACF) for the following AR (2)
Q16 Find the mean, the variance, the first three autocorrelation functions (ACF) and the first 3 partial autocorrelation functions (PACF) for the following AR (2) process X= 0.4Xt-1 - 0.2Xt-2+ Et, where at > i. i. d. (0, o= 12.8)
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