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Determine the auto covariance

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Reference no: EM131492803

Question: Let the process {xt} be generated by a two-sided moving-average process

Xt = 0.5Zt+1 + 0.5Zt-1  with  Zt ~ WN(0, σ2).

Determine the auto covariance and the autocorrelation function of {xt}.

Reference no: EM131492803

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