Hi everyone this is Bhumi from Japan.

I am struggling to find the solution to the following problem can someone help me to provide an idea for this solution.

Question [consider the stochastic process {Xt;t ∈ Z}.

Let fX(λ) = |1 +1/3 eiλ|2 be the spectral density function and RX (t) be the

autocovariance function of {Xt; t ∈ Z}. What is the value of RX(1).]

# Relation between autocovariance and spectral density in time series analysis

**111**#1

**f2harrell**#2

This is not a health-related question but rather a general statistical question. Please ask it at stats.stackexchange.com. I’ll remove the question tomorrow.