Question: 1 Given an AR(1) process. 1 Express this process in general linear process form. 2 Show that wj = '. 3 Hence find the autocorrelation

1 Given an AR(1) process. 1 Express this process in general linear process form. 2 Show that wj = '. 3 Hence find the autocorrelation function of this process and briefly describe its behaviour. 2 The Yule-Walker equations are k Pi = Loupj-1 1=1 Use these equations to find the partial autocorrelation function, okk, for an ARMA(1,1) process, up to lag 2, given that 01 = 0 and 1 = 0.3

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