# Autocovariance and Autocorrelation of Moving Average Process

Not what you're looking for? Search our solutions OR ask your own Custom question.

**Please see the attached file for the complete problem description **

Please help me answer the attached exercise on independent random variables.

Let {X1} be the moving average process of order 2 given by

X1 = Z_t + theta(Z_t-2),

Where {Z_t} is WN (0, 1).

a) Find the auto covariance and the autocorrelation functions for this process when theta = .8

b) Compute the variance of the sample mean (X_1 + X_2 + X_3 + X_4)/4 when theta = .8

c) Repeat (b) when theta = -.8 and compare your answer with the result obtained in (b).

Â© BrainMass Inc. brainmass.com October 2, 2022, 5:22 am ad1c9bdddfhttps://brainmass.com/statistics/central-tendency/autocovariance-autocorrelation-moving-average-process-498505

## SOLUTION This solution is **FREE** courtesy of BrainMass!

** Please see the attached file for the complete solution **

Â© BrainMass Inc. brainmass.com October 2, 2022, 5:22 am ad1c9bdddf>https://brainmass.com/statistics/central-tendency/autocovariance-autocorrelation-moving-average-process-498505