Question: Consider the ARMA model x ( k ) + ax ( k 1) = e ( k ) + ce ( k 1) , |

Consider the ARMA model

x(k) + ax(k 1) = e(k) + ce(k 1),|a| <1.

where e(k), k = ... 1, 0, 1, ... is a sequence of independent and identically distributed random variables with zero mean and variance 1. Determine the covariance function r(k,j). Is the process x(k) stationary in the broad sense?

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