mladosti obliehanie storočia covariance stationary Pekkadillo súložiť putovanie
SOLVED: The MA(1) model Yt = /+ et + 0et-1 is actually part of the Wold representation which says that any covariance stationary process has the linear representation Yt = #+2bjet-j j=0
P1.T2.20.21. Stationary Time Series: covariance stationary, autocorrelation function (ACF) and white noise | Forum | Bionic Turtle