Consider an N -span moving average where each observation is weighted by a constant, say, . Therefore the weighted moving average at the end of period T is a. Why would you consider using a weighted...

Consider an N -span moving average where each observation is weighted by a constant, say,
. Therefore the weighted moving average at the end of period T is

a. Why would you consider using a weighted moving average?

b. Show that the variance of the weighted moving average

c. Show that

d. Show that the autocorrelation function is