If the white noise sequences for different months are uncorrelated with each other, then the columns…

Suppose = 0, = 1, and  width=  −0.4 in (6.5.5). Then the series for any particular month is a moving-average of order 1. If E(UtUt+h= 0 for all h, i.e., if the white noise sequences for different months are uncorrelated with each other, then the columns themselves are uncorrelated. The correlation function for such a process is shown in Figure 6.15.

Don't use plagiarized sources. Get Your Custom Essay on
If the white noise sequences for different months are uncorrelated with each other, then the columns…
Just from $13/Page
Order Essay

 width=

Leave a Reply

Your email address will not be published. Required fields are marked *

*

*

*