Question: Consider the following ARMA(1,1) process: (1 0.4B)xt = (1 + 0.8B)wt, where wt is a white noise series with zero mean and constant variance 1.

  1. Consider the following ARMA(1,1) process: (1 0.4B)xt = (1 + 0.8B)wt, where wt is a white noise series with zero mean and constant variance 1. Calculate the cross correlation function between xt and w

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