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Give a short answer (True or False, with a brief explanation) (a) Can a function y(h), such that y(0)=1, 7(2)=0.8, y(3)=1.2, and y(4) = 0.4, be an autocovariance function of a stationary time series.

Give a short answer (True or False, with a brief explanation) (a) Can a function y(h), such that y(0)=1, 7(2)=0.8, y(3)=1.2, and y(4) = 0.4, be an autocovariance function of a stationary time series.

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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2 Give a short answer (True or False, with a brief explanation) (a) Can a function y(h), such that y(0)=1, y(2)=0.8, y(3)=1.2, and y(4)=0.4, be an autocovariance function of a stationary time series. (b) X₁ = Z₁ (for all t) is a stationary series. (c) X₁ = Z₁ + Z₁-₁ +...+Z-100, where Z, ~IID(0, ²), is a stationary series. (d) The plot below shows a sample autocorrelation function of MA(3). p(h) 0.75 0.5 0.25 -0.25 -0.5 -0.75 -1 H h
Transcribed Image Text:2 Give a short answer (True or False, with a brief explanation) (a) Can a function y(h), such that y(0)=1, y(2)=0.8, y(3)=1.2, and y(4)=0.4, be an autocovariance function of a stationary time series. (b) X₁ = Z₁ (for all t) is a stationary series. (c) X₁ = Z₁ + Z₁-₁ +...+Z-100, where Z, ~IID(0, ²), is a stationary series. (d) The plot below shows a sample autocorrelation function of MA(3). p(h) 0.75 0.5 0.25 -0.25 -0.5 -0.75 -1 H h
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