Suppose that at - WN(0, 1). (a) calculate the ACF of xt = at +0.5at-5; %3D (b) calculate the ACF and PACF of xt = ¢2xt-2 + at; (c) calculate the ACF and PACF of xt = 01xt-1+a;; (d) calculate the ACF and PACF of xt = 01xt-1+¢2Xt-2+at. ACF is autocorrelation function, PACF is partial autocorrelation.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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Suppose that at
WN (0, 1).
(a) calculate the ACF of xt
= at + 0.5at-5;
(b) calculate the ACF and PACF of x = ¢2xt-2 + at;
(c) calculate the ACF and PACF of xt = ¢1xt-1+at;
%3D
(d) calculate the ACF and PACF of xt = ¢1xt-1+2xt-2+ at.
ACF is autocorrelation function, PACF is
partial autocorrelation.
Transcribed Image Text:Suppose that at WN (0, 1). (a) calculate the ACF of xt = at + 0.5at-5; (b) calculate the ACF and PACF of x = ¢2xt-2 + at; (c) calculate the ACF and PACF of xt = ¢1xt-1+at; %3D (d) calculate the ACF and PACF of xt = ¢1xt-1+2xt-2+ at. ACF is autocorrelation function, PACF is partial autocorrelation.
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