Question: Consider the following process: ( 1 1 . 4 B + . 6 B 2 ) Z t = ( 1 . 8 B )

Consider the following process:

(11.4B+.6B2)Zt=(1.8B)at

  • Find the autocorrelation function, ACF k
  • Find the partial autocorrelation function, PACF kk for k = 1, 2, 3
  • Find the autocovariance generating function

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