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Suppose that the stationary time series {x, te T} satisfies the equation: x₁ = B₁x₁1+ B ₂x1-12 - B1 B₂ x₁-13 +1₁ Determine the autocorrelation function of {x, : t = T}. Plot the autocorrelation function with = 0.6, B₁ = -0.1.

Suppose that the stationary time series {x, te T} satisfies the equation: x₁ = B₁x₁1+ B ₂x1-12 - B1 B₂ x₁-13 +1₁ Determine the autocorrelation function of {x, : t = T}. Plot the autocorrelation function with = 0.6, B₁ = -0.1.

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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Suppose that the stationary time series {x, : t = T} satisfies the equation: x₁ =B₁ X-1 + B₂ x₁-12 - B1 B₂ x₁-13 + U₁ Determine the autocorrelation function of {x, :t € T}. Plot the autocorrelation function with ₂ = 0.6, B₁ = -0.1.
Transcribed Image Text:Suppose that the stationary time series {x, : t = T} satisfies the equation: x₁ =B₁ X-1 + B₂ x₁-12 - B1 B₂ x₁-13 + U₁ Determine the autocorrelation function of {x, :t € T}. Plot the autocorrelation function with ₂ = 0.6, B₁ = -0.1.
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