Mathematics, 06.05.2020 07:00 nadiamckinney
6.4. Verify (6.5). 6.5. Consider an MA(1) process xt = wt + qwt1, where q is a parameter. (a) Derive a formula for the power spectrum of xt, expressed in terms of q and w. (b) Use arma. spec() to plot the spectral density of xt for q > 0 and for q < 0 (just select arbitrary values). (c) How should we interpret the spectra exhibited in part (b)?
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6.4. Verify (6.5). 6.5. Consider an MA(1) process xt = wt + qwt1, where q is a parameter. (a) Derive...
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