jayzie1728
21.02.2020 •
Mathematics
Generate n = 100 observations from the autoregression x_t=-0.9x_t-2)+x_t, Where {x_t } is white noise with σ^2 = 1. Next, apply the moving average v_t=(x_t+x_(t-1)+x_(t-2)+x_(t-3))/4 to x_t, the data you generated. Comment on the behavior of {x_t}, and how moving average changes this behavior. Hint: v = filter(x, rep(1/4, 4), sides=1) Repeat (a) but with x_t=cos〖(2πt/4)〗 Repeat (b) but with x_t=cos〖(2πt/4)〗+w_t Compare (a) to (c).
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Ответ:
3,6 1 to 2
Step-by-step explanation: