QUESTION 1 Consider the time series x, =0+1 z, , where z, - WN(H.,) and e is a real valued constant. (a) Calculate: (i) E(x, ). (ii) Var(x, ). (ii) Cov(x, .x). (b) Is the process {x, } covariance...

QUESTION 1<br>Consider the time series x, =0+1 z, , where z, - WN(H.,) and e is a real<br>valued constant.<br>(a)<br>Calculate:<br>(i) E(x, ).<br>(ii) Var(x, ).<br>(ii) Cov(x, .x).<br>(b)<br>Is the process {x, } covariance stationary or not? Justify your answer.<br>(c)<br>Calculate Var<br>

Extracted text: QUESTION 1 Consider the time series x, =0+1 z, , where z, - WN(H.,) and e is a real valued constant. (a) Calculate: (i) E(x, ). (ii) Var(x, ). (ii) Cov(x, .x). (b) Is the process {x, } covariance stationary or not? Justify your answer. (c) Calculate Var

Jun 09, 2022

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QUESTION 1 Consider the time series x, =0+1 z, , where z, - WN(H.,) and e is a real valued constant. (a) Calculate: (i) E(x, ). (ii) Var(x, ). (ii) Cov(x, .x). (b) Is the process {x, } covariance...

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