1.10. Let X, = a + bt + Y, where { Y,1 = 0, + 1, } is an independen...

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1.10. Let X, = a + bt + Y, where { Y,1 = 0, + 1, } is an independent and identically distributed sequence of random variables with mean 0 and variance o2, and a and b are constants. Define = Compute the mean and autocovariance function of (W,). Notice that although (W1) is not stationary, its autocovariance function y(t + h,t) = Cov(W, W,) does not depend on t. Plot the autocorrelation function p(h) = Corr(W1+h, W). Discuss your results in relation to the smoothing of a time series.

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