Justify moving-average algorithm

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Question: Consider a moving-average algorithm with time window n. Assume that the observed values are i.i.d. variables. Show that the autocorrelation function for two forecasts that are k time buckets apart is

Reference no: EM131448120

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Justify moving-average algorithm : Consider a moving-average algorithm with time window n. Assume that the observed values are i.i.d. variables. Show that the autocorrelation function for two forecasts that are k time buckets apart is.

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