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Q2. { X} is a time series such as Xt = Et + 0 Et-2, and { } ~ WN(0, 1). (a) Calculate the auto-covariance

Q2. { X} is a time series such as Xt = Et + 0 Et-2, and { } ~ WN(0, 1). (a) Calculate the auto-covariance function of this process (b) Calculate the autocorrelation function of this process

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