1.7 For a moving average process of the form x_t = w_{t-1} + 2w_t + w_{t+1}, where w_t are independent with zero means and variance σ_w^2, determine the autocovariance and autocorrelation functions as a function of lag h = s - t and plot the ACF as a function of h.
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Since Wt are independent with zero means, the mean of Xt is also zero. The variance of Xt is the sum of the variances of the terms, which is 2σ^2 + 2σ^2 = 4σ^2. Show more…
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