1. Let X₁ = (Wt-1 + W₁ + W₁+1), where {W}~WN(0,0²). In other words, X₂ is a three- point moving average of the white noise series. a) Derive μx (t) and yx (t + h, t). b) Is {X} stationary? Explain.

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1. Let X₁ = ½ (Wt−1 + W₁ + Wt+1), where {W₁}^WN(0,0²). In other words, X₂ is a three-
point moving average of the white noise series.
a) Derive µx (t) and yx (t + h, t).
b) Is {X} stationary? Explain.
Transcribed Image Text:1. Let X₁ = ½ (Wt−1 + W₁ + Wt+1), where {W₁}^WN(0,0²). In other words, X₂ is a three- point moving average of the white noise series. a) Derive µx (t) and yx (t + h, t). b) Is {X} stationary? Explain.
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