Applied Statistics-Periodogram and Correlogram Analyses (ISS (Statistical Services) Statistics Paper III): Questions 1 - 1 of 1

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Question number: 1

» Applied Statistics » Periodogram and Correlogram Analyses

Appeared in Year: 2012

Essay Question▾

Describe in Detail

Obtain the correlogram for the series Equation with Equation , provided Equation , Equation , and successive values of Equation are independent.

Explanation

It is given that Equation

EquationAnd hence Equation

Substituting the value EquationEquation in we get,

Equation

Equation

Equation

EquationEquationWhere ηs are independent.

Multiplying both sides of the above equation by Equation, taking expectations and dividing by Equation, we get for a long series,… (60 more words) …

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