Question: Answerr.. Consider the AR) model Xi = Xt1 + Wt with W; N NHL 02} for t = 1,-..,n. Derive the log likelihood of the

Answerr..

Consider the AR) model Xi = Xt1 + Wt with W; N NHL 02} for t = 1,-..,n. Derive the log likelihood of the model (you may use matrix notation if you prefer). Find the NILE of Q5. (Note 2:1 should serve as your initial value)

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