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4 votes
1.5 For a moving average process of the form x t


=w t−1

+2w t

+w t+1

, where w t

are independent with zero means and variance σ w
2

, determine the autocovariance and autocorrelation functions as a function of lag h

User Jakob Lind
by
8.3k points

1 Answer

3 votes

Answer:

90 is the best it's reasonable time

User Eggmatters
by
8.7k points