Let Xt be a time series defined as Xt=Asin(omega t+B), where E(A)=0, Var(A)=1, BsimUniform(-pi,pi) and A and B are independent. Then, h-lag covariance function r(h) is:

Q173Section III (Statistics)173 of 190

The random-phase sinusoid has autocovariance $\tfrac12\cos(\omega h)$

Let $\{X_t\}$ be a time series defined as $X_t=A\sin(\omega t+B)$ , where $E(A)=0$ , $\operatorname{Var}(A)=1$ , $B\sim\text{Uniform}(-\pi,\pi)$ and A and B are independent. Then, $h$ -lag covariance function $r(h)$ is:

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