Find the ACF and PACF and plot the ACF Pr for k = 0, 1, 2,...
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Find the ACF and PACF and plot the ACF Pr for k = 0, 1, 2, 3, 4, and 5 for each of the following models where the a, is a Gaussian white noise process. (a) Z, – .5Z1-1 = a, (b) Z, + .98Z,-1 = a, (c) Z, - 1.3Z,-1+.4Z-2 = a, (d) Z, - 1.2Z,-1+.8Z,-2 = a,. %3D %3D | Find the ACF and PACF and plot the ACF Pr for k = 0, 1, 2, 3, 4, and 5 for each of the following models where the a, is a Gaussian white noise process. (a) Z, – .5Z1-1 = a, (b) Z, + .98Z,-1 = a, (c) Z, - 1.3Z,-1+.4Z-2 = a, (d) Z, - 1.2Z,-1+.8Z,-2 = a,. %3D %3D |
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