2. (20 points) Use first principles to find the autocorrelation function for the stationary process defined...

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2. (20 points) Use first principles to find the autocorrelation function for the stationary process defined by Y, – ste, -

3. (20 points) Identify the following as specific ARIMA models. That is, what are p, d, and 4 and what are the values of the

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(. Sol ( . Given Yt 15th - 1 e tutto eta Var (Yt) = ہا ہا ہے - په + 5 ) تها . [۷ ) + شارا -۱ • (۱+ X * X] = [ Ib Carlselt.) -

- ProCem PK k=0 SX2 21 왔양 쪽 10 회 k=1 2. 1 K2 높 CS 지 0 K72

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2. Consider the time series X, = 2 + 0.5t +0.8X1-1 + W, where W N(0.1). (a) (8 points) Calculate E(X2) Is this process weakly stationary? Give reasons for your answer. Hint: Find the mean function of...

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2. (20 points) Use first principles to find the autocorrelation function for the stationary process defined...

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