i) Assume a MA(1)-process given by Y = c+ e +6ɛ,-1, E, ~ N(0, o?), t= 1,... ,T. Compute the autocorrelation function of Y.

MATLAB: An Introduction with Applications
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i) Assume a MA(1)-process given by
Y = c + €, + 0E-1,
E, ~ N(0, o?), t = 1,... ,T.
Compute the autocorrelation function of Y,.
Transcribed Image Text:i) Assume a MA(1)-process given by Y = c + €, + 0E-1, E, ~ N(0, o?), t = 1,... ,T. Compute the autocorrelation function of Y,.
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