3. For the ARMA models shown below, determine the autocorrelation function p(h), h = 0, 1, .... 4. (a) X = W; + 1.6W,–1 + 0.64W,-2. (b) X – 0.4X,1 = W;.

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3. For the ARMA models shown below, determine the autocorrelation function p(h),
h = 0,1, ....
(a) X, = W + 1.6W;-1+0.64W{-2.
(b) х, — 0.4X,-1 %3D W.
Transcribed Image Text:3. For the ARMA models shown below, determine the autocorrelation function p(h), h = 0,1, .... (a) X, = W + 1.6W;-1+0.64W{-2. (b) х, — 0.4X,-1 %3D W.
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