Question: Consider the time series xt = 1 2t wt, where 1 and 2 are known constants and wt is a white noise process with variance
Consider the time series xt = 1 2t wt, where 1 and 2 are known constants and wt is a white noise process with variance 2 w the moving average vt = 1 2q 1 Xq j=q xtj is 1 2t, and give a simplified expression for the autocovariance function
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