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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 an…

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 an…
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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
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