In this problem we will show that if the stationary process has an ACF that looks like

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In this problem we will show that if the stationary process has an ACF that looks like an autocorrelation function of an MA(1) process, then it could be represented as an MA(1) process. Suppose that (Yt) is a zero mean, variance 2 , stationary process with |1| < 0.5 and k = 0 for k > 1

Posted Date: May 17, 2024 06:09 PM

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In this problem we will show that if the stationary process has an ACF that looks like

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