Let X+l1] - 05X1-1 -0.2Xt-121 +Z{l1 2Z+-q1l=Zt-121 and Xfl21 - -0.4Xt-1|2] +Z{l2] +Zt-q2l, where Z is...

 

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Let X+l1] - 05X1-1 -0.2Xt-121 +Z{l1 •2Z+-q1l=Zt-121 and Xfl21 - -0.4Xt-1|2] +Z{l2] +Zt-q2l, where Z is WNIO,C) with covariance matrix C-l1 0, 0 21. Calculate the acvf of X 1. at lag o 2. at lag 1 3. at lag 3 Let X+l1] - 05X1-1 -0.2Xt-121 +Z{l1 •2Z+-q1l=Zt-121 and Xfl21 - -0.4Xt-1|2] +Z{l2] +Zt-q2l, where Z is WNIO,C) with covariance matrix C-l1 0, 0 21. Calculate the acvf of X 1. at lag o 2. at lag 1 3. at lag 3