HW1.dviHW1.dvi For a moving average process of the form xt = wt−1 + 2wt + wt+1, where wt are independent N (0, σw2 ).
(a) Determine the autocovariance and autocorrelation functions as a function of lag h = s − t and plot the ACF as a function of h.
(b) Generate n = 100 observations of the time series with σw2 = 1. Compute and plot the sample autocorrelation function.
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