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It is easy to calculate the covariance of X₁ and X₁+7. We get 7(T) = cov(X₁, Xt+T)= (1+0+02)0² (01 +0102)0² 020² 0 for T = 0, for T = ±1, for 7= for T > 2, = ±2,

It is easy to calculate the covariance of X₁ and X₁+7. We get 7(T) = cov(X₁, Xt+T)= (1+0+02)0² (01 +0102)0² 020² 0 for T = 0, for T = ±1, for 7= for T > 2, = ±2,

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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hey im so confused.when i use the formula in the picture i get 1.69

(1+0.7^2+0.2^2+0.4^2)x 1 =  1.69

It is easy to calculate the covariance of X and Xt+7. We get Y(T) = cov(X₁, Xt+T)= (1+0+02)0² (01 +0102)0² 020² 0 for 7 = 0, for T = ±1, for T = ±2, for T > 2,
Transcribed Image Text:It is easy to calculate the covariance of X and Xt+7. We get Y(T) = cov(X₁, Xt+T)= (1+0+02)0² (01 +0102)0² 020² 0 for 7 = 0, for T = ±1, for T = ±2, for T > 2,
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