In (15.2) and (15.3) there are no constants, so that Y1,t - Y2,t is a stationary process
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Now Eq 152 from the book is given by Y 1t 1 Y 1t1 Y 2t1 1t 21 and Eq 153 from the book is give...View the full answer
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Related Book For
Statistics And Data Analysis For Financial Engineering
ISBN: 9781461427490
1st Edition
Authors: David Ruppert
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