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 withEquation , providedEquation , Equation , and successive values of Equation are independent.


It is given that Equation

Equation And hence Equation

Substituting the value Equation Equation in we get,




Equation Equation Where ηs are independent.

Multiplying both sides of the above equation by Equation , taking expectations and dividing by Equation , we get for a long series,

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