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

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

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