Unformatted text preview: t =Z t + bZ t3 , (1) where Zt ~ WN(0,1). Such an equation (1) is called a movingaverage model of order 3, or an MA(3) model. a) Find the autocovariance functions of X t when b=0.6; b) Find the autocorrelation functions of X t when b=0.6....
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This note was uploaded on 05/26/2010 for the course STAT 443 taught by Professor Yuliagel during the Winter '09 term at Waterloo.
 Winter '09
 YuliaGel
 Covariance, Variance

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