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    Time Series, Forecasting, Autocovariance and Autocorrelation

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    I would appreciate it if someone could provide the solution to QA1 of the attatched exam paper.

    SECTION A
    A1 (a) Give the definitions of the autocovariance and autocorrelation of a time series model.
    (b) Calculate the autocovariance and autocorrelation function for the time series
    Y = 3 + Zt + 1/2Zt-1 + 1/5Zt-2,
    where {Zt} are independent N(O, 1) random variables.

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    https://brainmass.com/math/algebra/time-series-forecasting-autocovariance-and-autocorrelation-32047

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    Time Series and Forecasting are investigated. The solution is detailed and well presented. The solution was given a rating of "5" by the student who originally posted the question.

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