For a moving average process of the form xt = wt1 + 2wt + wt+1, where wt are independent with zero means and variance 2

For a moving average process of the form xt = wt−1 + 2wt + wt+1, where wt are independent with zero means and variance σ2 w, determine the autocovariance and autocorrelation functions as a function of lag h = s − t and plot the ACF as a function of h.