Question: Q1. For the following processes, compute autocovariance function. (a) AR(2) - use the recursive method; (b) ARMA(1,1) - you may use the linear representation from

Q1. For the following processes, compute autocovariance function. (a) AR(2) -

Q1. For the following processes, compute autocovariance function. (a) AR(2) - use the recursive method; (b) ARMA(1,1) - you may use the linear representation from lectures; (c) ARMA(1, 2) - derive a linear representation first

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