Question: Consider the function(h) defined by 1, h=0 (h) = -0.5, h = +/- 2 and 0, Otherwise (a)Show thatis an ACVF by providing a stationary

Consider the function(h) defined by

1, h=0

(h) = -0.5, h = +/- 2 and

0, Otherwise

(a)Show thatis an ACVF by providing a stationary processxtthat hasas its ACVF.

(b)For the processxtwith ACVF, find the predictorx23.

(c)What is the MSPE forx23?

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