Suppose that {uj. t ...,-2,-1,0,1,2,...} is an independent time series with mean 0 variance o=4.0. Suppose that the time series {x: t = ...,-2,-1,0,1,2,...} satisfies the equation.: x₁ = 0.5 x-1 + 1.0 + u₁ - 0.4 u₁-1. Determine the 1. mean, 2. autocovariance function, 3. variance, 4. autocorrelation function, 5. Partial autocorrelation function of the time series x7.

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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Suppose that {u¡ t = ...,-2,-1,0,1,2,...} is an independent time series with mean 0
variance o = 4.0. Suppose that the time series {xj: t = ...,-2,-1,0,1,2,...} satisfies the
equation.:
x=0.5 x_₁ + 1.0+ u, -0.4 -1.
Determine the
1. mean,
2. autocovariance function,
3. variance,
4. autocorrelation function,
5. Partial autocorrelation function of the time series x₁.
Transcribed Image Text:Suppose that {u¡ t = ...,-2,-1,0,1,2,...} is an independent time series with mean 0 variance o = 4.0. Suppose that the time series {xj: t = ...,-2,-1,0,1,2,...} satisfies the equation.: x=0.5 x_₁ + 1.0+ u, -0.4 -1. Determine the 1. mean, 2. autocovariance function, 3. variance, 4. autocorrelation function, 5. Partial autocorrelation function of the time series x₁.
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