Consider the time series x, =0+1z,, where z, - WN (H.a) and 0 is a real valued constant. (a) Calculate: (i) E(x, ).

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QUESTION 1
Consider the time series x, =0+1 z, , where z, - WN(H.,) and e is a real
valued constant.
(a)
Calculate:
(i) E(x, ).
(ii) Var(x, ).
(ii) Cov(x, .x).
(b)
Is the process {x, } covariance stationary or not? Justify your answer.
(c)
Calculate Var
Transcribed Image Text:QUESTION 1 Consider the time series x, =0+1 z, , where z, - WN(H.,) and e is a real valued constant. (a) Calculate: (i) E(x, ). (ii) Var(x, ). (ii) Cov(x, .x). (b) Is the process {x, } covariance stationary or not? Justify your answer. (c) Calculate Var
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