Question 15 (1 point) Consider the process Xt = (1. B)Y where Y is an AR(1)...
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Question 15 (1 point) Consider the process Xt = (1. B)Y where Y is an AR(1) process with = 0.36. Calculate the lag-4 autocorrelation for Xt, P4 = Corr(Xt, Xt4). (Provide your answer to two decimal places. Do not write correlation as a percentage, i.e., do not write answers such as 83 or -67 because these should be 0.83 and -0.67.) Question 15 (1 point) Consider the process Xt = (1. B)Y where Y is an AR(1) process with = 0.36. Calculate the lag-4 autocorrelation for Xt, P4 = Corr(Xt, Xt4). (Provide your answer to two decimal places. Do not write correlation as a percentage, i.e., do not write answers such as 83 or -67 because these should be 0.83 and -0.67.)
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