can I have help with this problem using R-code

1.7 For a moving average process of the form X = W-1 + 2w, + We+1, where w, are independent with zero means and variance 0%, determine the autoco- variance and autocorrelation functions as a function of lag h = s- and plot the ACF as a function of h. (b) In addition: Generate n = 100 observations for {W} ~WN(0,1) (white noise with mean 0 and variance 1). Compute and plot the sample ACF for X = W2+1+2W+W-1, and the true ACF. Compute the sample ACF by hand (you may use acf() to check your results, although this should not be included in the output.) Either make two plots, one above the other use par (mfrow)), or put the two functions on the same plot (visually distinguished in some way). [Note: you can use the "type" argument with the plot function to change the way the plot is drawn.)