Exam (elaborations)
The Autocorrelation Function (ACF) Advanced Answer.
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The j-th order autocorrelation function is defined as - correct answer rho(j) = gamma(j)/gamma(0) = ([E(X(t)-mew)*E(X(t-j)-mew)])/(E[(X(t) - mew)^2]) = (Cov(X(t),X(t-j))/Var(X(t) for j = 0,1,2,... with -1 <= rho(j) <= 1 The plot of rho(j) against j = 0,1,2,... is called - correct ans...
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