Question: Consider the process Xt = et + et-1 + Et-3 where et and & are independent white noise processes with o? = 3.3 and &2

Consider the process Xt = et + et-1 + Et-3 where et and & are independent white noise processes with o? = 3.3 and &2 = 4.2 respectively. Calculate the lag-1 autocorrelation, Pt,t-1 = Corr(Xt, Xt-1)

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