# 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

### Describe in Detail

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

### Explanation

It is given that

And hence

Substituting the value in we get,

Where ηs are independent.

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