Determine the auto covariance

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Reference no: EM131492803

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

X_t = 0.5Z_t+1 + 0.5Z_t-1 with Z_t ~ WN(0, σ²).

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

Reference no: EM131492803

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