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3. Consider the MA(2) model y, = E, + Bɛ,-2. where < 1 and (ɛ,) WN(0, 1). (a) Find the autocovariance functions of (y,). (b) Is this model weakly stationary? (c) Compute the variance of the sample mean (y, + y2 + yı)/3 when @ 0.5. %3D

3. Consider the MA(2) model y, = E, + Bɛ,-2. where < 1 and (ɛ,) WN(0, 1). (a) Find the autocovariance functions of (y,). (b) Is this model weakly stationary? (c) Compute the variance of the sample mean (y, + y2 + yı)/3 when @ 0.5. %3D

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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3. Consider the MA(2) model y, = ɛ, + 0ɛ,-2. where < 1 and (s,) WN(0, 1). (a) Find the autocovariance functions of (y,). (b) Is this model weakly stationary? (c) Compute the variance of the sample mean (y, + y2 + ys)/3 when 0 0.5.
Transcribed Image Text:3. Consider the MA(2) model y, = ɛ, + 0ɛ,-2. where < 1 and (s,) WN(0, 1). (a) Find the autocovariance functions of (y,). (b) Is this model weakly stationary? (c) Compute the variance of the sample mean (y, + y2 + ys)/3 when 0 0.5.
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