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What happens to autocovariance function as n gets larger? i.e. approaches infinity ? n-h y (h) = n 1 E(Itth - )(1 - 1 t=1

What happens to autocovariance function as n gets larger? i.e. approaches infinity ?

n-h y (h) = n 1 E(Itth - )(1 - 1 t=1

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