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4. Which of these processes are stationary? Justify why or why not. a. X=0.6(x-5)+e, b. X = 0.9X c. X = 0.9X t-1 +0.20X₁.2 + e₁ t-2 0.20X-2 + e₁ t-1 d. X₁ = X₁₁₁ + e₁ t-1 e. X₁ = e₁ - e₁-1 - Throughout, let {et} be a white noise process with constant variance o²

4. Which of these processes are stationary? Justify why or why not. a. X=0.6(x-5)+e, b. X = 0.9X c. X = 0.9X t-1 +0.20X₁.2 + e₁ t-2 0.20X-2 + e₁ t-1 d. X₁ = X₁₁₁ + e₁ t-1 e. X₁ = e₁ - e₁-1 - Throughout, let {et} be a white noise process with constant variance o²

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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4. Which of these processes are stationary? Justify why or why not. a. X=0.6(x-5)+e, b. X = 0.9X c. X = 0.9X t-1 +0.20X₁.2 + e₁ t-2 0.20X-2 + e₁ t-1 d. X₁ = X₁₁₁ + e₁ t-1 e. X₁ = e₁ - e₁-1 -
Transcribed Image Text:4. Which of these processes are stationary? Justify why or why not. a. X=0.6(x-5)+e, b. X = 0.9X c. X = 0.9X t-1 +0.20X₁.2 + e₁ t-2 0.20X-2 + e₁ t-1 d. X₁ = X₁₁₁ + e₁ t-1 e. X₁ = e₁ - e₁-1 -
Throughout, let {et} be a white noise process with constant variance o²
Transcribed Image Text:Throughout, let {et} be a white noise process with constant variance o²
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