Question: 1. Let us consider a stationary ARMA(1,1) process: It = pi + pxt-1 + Ut + out-1 for t = -0,. where pl 1, 4

1. Let us consider a stationary ARMA(1,1) process: It = pi

1. Let us consider a stationary ARMA(1,1) process: It = pi + pxt-1 + Ut + out-1 for t = -0,. where pl 1, 4 Cov(It, It-h) = o(@+ p) (d) What do the expressions above become when p=0? How about when 0 = 0? Are these results consistent with what we found in class

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