Question: . Consider a time series model: Xt = 6+ Xt-1+ wt, t=1,2, ..., and x0 = 0, ( 4) where we are i.i.d. with zero

. Consider a time series model: Xt = 6+ Xt-1+ wt, t=1,2, ..., and x0 = 0, ( 4) where we are i.i.d. with zero mean and variance o2. (a) Show that Xt = St + _k=1 Wk (b) Calculate the mean u(t) := EXt]...

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