Show that the value at lag 2 of the partial autocorrelation function of the MA (1)-process...
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Show that the value at lag 2 of the partial autocorrelation function of the MA (1)-process Yt= epsilont + a(epsilon)t-1, alpha(2) = - a^2/1+a^2+a^4. Show that the value at lag 2 of the partial autocorrelation function of the MA (1)-process Yt= epsilont + a(epsilon)t-1, alpha(2) = - a^2/1+a^2+a^4.
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Statistics For Business Decision Making And Analysis
ISBN: 9780321890269
2nd Edition
Authors: Robert Stine, Dean Foster
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