From a time series Y, of length 100, we have computed r=0.8,12=0.5,1=0.4, y = 2, and...

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From a time series Y, of length 100, we have computed r₁=0.8,12=0.5,1₂=0.4, y = 2, and a sample variance of 5. Let us assume that an AR(2) model with a constant term is appropriate, namely, (Y₂ − µ) = q (Y₁_₁ − µ) + Ø₂ (Y₁⁄₂ − µ) + €₁, e ~ NID(0,♂²). - - t-2 Find estimates for 2, ₂, μ, & 0². From a time series Y, of length 100, we have computed r₁=0.8,12=0.5,1₂=0.4, y = 2, and a sample variance of 5. Let us assume that an AR(2) model with a constant term is appropriate, namely, (Y₂ − µ) = q (Y₁_₁ − µ) + Ø₂ (Y₁⁄₂ − µ) + €₁, e ~ NID(0,♂²). - - t-2 Find estimates for 2, ₂, μ, & 0².