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April 2007 Qu10

A

Alias

Member
Hi

Does anyone know a simple method to working out part b(ii)? :confused:

I cant seem to understand the insitute answer and how they have split the autocorrelation function!

Thanks
 
Hi Alias

This question is very similar to the example given on pages 35 and 36 of chapter 12 - it's probably worth looking over this first and seeing if this helps.

Let me know if you're still a bit confused though...!
 
I'm assuming you mean Q10 on the September 2007 paper by the way....
 
the formula is in the tables

on page 4 , second order difference equation the top one . Note the quadratic for this is different than the quadratic characteristic equation (the order of the powers is reversed) . Good luck tomorrow we'll need it .
 
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