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III. Suppose that the stationary time series {✗₁: t =T} satisfies the equation: x=2x-1+1 X-12 - ß₁ß2 X-13 +14 or (I - B₁ B¹²)(I - ẞ₂ B) ×+ = 14. Determine the autocorrelation function of {xt ЄT}. Plot the autocorrelation function with ß₁ = 0.6, ẞ₂ = -0.1.

III. Suppose that the stationary time series {✗₁: t =T} satisfies the equation: x=2x-1+1 X-12 - ß₁ß2 X-13 +14 or (I - B₁ B¹²)(I - ẞ₂ B) ×+ = 14. Determine the autocorrelation function of {xt ЄT}. Plot the autocorrelation function with ß₁ = 0.6, ẞ₂ = -0.1.

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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III. Suppose that the stationary time series {✗₁: t =T} satisfies the equation: x=2x-1+1 X-12 - ß₁ß2 X-13 +14 or (I - B₁ B¹²)(I - ẞ₂ B) ×+ = 14. Determine the autocorrelation function of {xt ЄT}. Plot the autocorrelation function with ß₁ = 0.6, ẞ₂ = -0.1.
Transcribed Image Text:III. Suppose that the stationary time series {✗₁: t =T} satisfies the equation: x=2x-1+1 X-12 - ß₁ß2 X-13 +14 or (I - B₁ B¹²)(I - ẞ₂ B) ×+ = 14. Determine the autocorrelation function of {xt ЄT}. Plot the autocorrelation function with ß₁ = 0.6, ẞ₂ = -0.1.
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