3. For a moving average process of the form: Xt = Wt-1 + 2Wt + Wt+1, where We are independent with zero means and variance o? (a) Find the autocovariance and autocorrelation function as a function of lag k. (b) Plot the ACF as a function of k. (c) Set the random seed to "6152022" and generate 1000 observations for this time series assuming the white noise are zid N(0, 1). Plot the sample ACF and also show the numerical values of the sample ACF. Are the results in agreement with your results for parts a and b? Note: Generate 1002 observations for the white noise and drop the first and last observations when generating the moving average to avoid missing values. You can do this by adding [2 : 1001] right after the filter statement: filter (. . .) [2:1001]