Question: Consider the second-order autoregressive AR(2) process Z t = Z t 1 . 2 5 Z t 2 + a t df Calculate 1 Use

Consider the second-order autoregressive AR(2) process Zt=Zt1.25Zt2+at df

  • Calculate 1
  • Use 0,1 as starting values and the difference equation to obtain the general expression for autocorrelation function, k
  • Calculate the autocorrelation function values k for k=1,2,,10

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