Question: 6. Show that, for the AR(2) model, ????2 AR = ????2w (1 a1R1 a2R2). hint: expand E(????j????j) = E([a1????j1 + a2????j2 + wj]2)
6. Show that, for the AR(2) model, ????2 AR = ????2w
∕(1 − a1R1 − a2R2). hint: expand E(????j????j) = E([a1????j−1 + a2????j−2 + wj]2) and exploit the similarities between these formulas.
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