Question: I have already completed question three; however, I do not understand how to prove my answer using the processes from question four. Therefore, I am
I have already completed question three; however, I do not understand how to prove my answer using the processes from question four. Therefore, I am looking for help solving this with an explanation and the steps for solving it. Thank you.
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4. Recall that {X} is a linear random process if it can be written as Xt = 1 + vjet- j - OO where _ _ lil 0. Use this result to verify that of the previous problem. Also, what does this imply for h > p if Xt = u + Chovjet-; where p is finite?3. Let {et} be an iid normal(0, o2) process. Show the ACF for the MA(q) {X } process given by q Xt = et- k 9+1 k=0 is q+1-h q+1 for h E {0, ..., q}, p (h) = 0 for h >
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