Recall that a time series {εt} is called a white noise process if i. E[εt] =...

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Recall that a time series {εt} is called a white noise process if i. E[εt] =...

Recall that a time series {ε_t} is called a white noise process if

i. E[ε_t] = 0 t ;

ii. Cov(ε_s, ε_t) = 0 s ≠ t ;

iii. Var(ε_t) = σ² < ∞

Construct the autocorrelation function f(h), h=0,-+1,-+2,… for the white noise process.

math Statistics-And-Probability

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0i) La b Y , 다th v (E+) O. 92-

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Recall that a time series {εt} is called a white noise process if i. E[εt] =...

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