Consider a moving-average algorithm with time window n. Assume that the observed values are i.i.d. variables. Show

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Consider a moving-average algorithm with time window n. Assume that the observed values are i.i.d. variables. Show that the autocorrelation function for two forecasts that are k time buckets apart is fl- i \îk

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Quantitative Methods An Introduction For Business Management

ISBN: 1579

1st Edition

Authors: Paolo Brandimarte

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Question Posted: Jul 15, 2024 10:03 AM

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Consider a moving-average algorithm with time window n. Assume that the observed values are i.i.d. variables. Show

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Quantitative Methods An Introduction For Business Management

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