![estimation - How to fit an autoregressive (AR(1)) model with trend and/or seasonality to a time series? - Cross Validated estimation - How to fit an autoregressive (AR(1)) model with trend and/or seasonality to a time series? - Cross Validated](https://i.stack.imgur.com/vN4co.png)
estimation - How to fit an autoregressive (AR(1)) model with trend and/or seasonality to a time series? - Cross Validated
![SOLVED: Suppose Xt is a stationary AR(1) process: Xt = 0.2 + 0.6Xtâˆ'1 + Wt, where Wt follows a normal distribution with zero mean and variance σ^2 = 1. Compute the Mean, ACF, and ACVF for Xt. SOLVED: Suppose Xt is a stationary AR(1) process: Xt = 0.2 + 0.6Xtâˆ'1 + Wt, where Wt follows a normal distribution with zero mean and variance σ^2 = 1. Compute the Mean, ACF, and ACVF for Xt.](https://cdn.numerade.com/ask_previews/bf82f26b-8e9a-4001-919e-09acc448d111_large.jpg)
SOLVED: Suppose Xt is a stationary AR(1) process: Xt = 0.2 + 0.6Xtâˆ'1 + Wt, where Wt follows a normal distribution with zero mean and variance σ^2 = 1. Compute the Mean, ACF, and ACVF for Xt.
![4.7 Autoregressive (AR) models | Applied Time Series Analysis for Fisheries and Environmental Sciences 4.7 Autoregressive (AR) models | Applied Time Series Analysis for Fisheries and Environmental Sciences](https://atsa-es.github.io/atsa-labs/Applied_Time_Series_Analysis_files/figure-html/tslab-plotAR1opps-1.png)