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  3. suppose we have the process (time series) xt = 0.5

Suppose we have the process (time series) xt = 0.5wt-1 + wt; where wt is white noise...

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Basic Math

Suppose we have the process (time series)
xt = 0.5wt-1 + wt;
where wt is white noise with mean zero and variance sigma squaredw.

Find the mean, variance, autocovariance, and ACF of xt.

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