Re: How would you solve these questions? Time series

1) Assume 0 means.
2) Multiply both sides of the equation by X_{t-s} and take expectation. Do this for several s.
3) Solve the resulting system of equations for autocovariances.

The process is similar for partial autocovariances. In an AR(p) process, the partial autocovariance is 0 beyond lag p.