Question

Consider the MA(1) model x5 wt 0.6W-1 with the w assumed to be jid N0,02). A. Give a numerical value for the first lag autocorrelation. B. Give a numerical value for the second lag autocorrelation. C. Describe the appearance of the ACF for this model. D. Use R to sketch the ACF for this model. The commands are: acfprob3-ARMAacfíma-c(.6), lag max-10) plot seal0,10), acfprob3, xlm-c(1.10), lab-"lags", type-"h") (In the plot command, the type-"h" causes projections from the value to the axis as we usually do in an ACF. The xlim option removes the unnecessary lag 0 ACF.) E. To get the PACF of this model, modify the command by adding the pacf option: pacfprob3ARMAacf(ma-c(.6). lagmax-10, pacf-TRUE) plot pacfprob3, type-"h")

Answer 1

considan thu MACi) modl Then E(Xt) = 5