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(a) Consider two MA(2) processes, one with e, = 0: = | and another with 0=-1 and 0; = 3. O Show that these processes have the same autocorrelation function. (i) Are the two processes imvertible?

(a) Consider two MA(2) processes, one with e, = 0: = | and another with 0=-1 and 0; = 3. O Show that these processes have the same autocorrelation function. (i) Are the two processes imvertible?

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
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(a) Consider two MA(2) processes, one with 0, = 0; =| and another with 0=-1 and 0, = 3. () Show that these processes have the same autocorrelation function. (ii) Are the two processes invertible?
Transcribed Image Text:(a) Consider two MA(2) processes, one with 0, = 0; =| and another with 0=-1 and 0, = 3. () Show that these processes have the same autocorrelation function. (ii) Are the two processes invertible?
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