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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
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Jul 23, 2024
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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
Physics
high-school
Jakob Lind
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Answer:
90 is the best it's reasonable time
Eggmatters
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Jul 27, 2024
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