Suppose we have the process (time series) xt = 0.5wt-1 + wt; where wt is white...

Suppose we have the process (time series)
xt = 0.5wt-1 + wt;
where wt is white noise with mean zero and variance sigma squared w.

Find the mean, variance, autocovariance, and ACF of xt.

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TOPIC:Mean,variance and ACF of MA(1) model.

milcah answered 9 months ago

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