Question: 5. For an AR(1) process, ????n = a21 ????n2 + a1wn1 + wn (the formula from Exercise 4 with k = 2). Use this fact

5. For an AR(1) process, ????n = a21

????n−2 + a1wn−1 + wn (the formula from Exercise 4 with k = 2). Use this fact to re-derive the formula ????2 AR = ????2w

∕(1 − a21

).

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