Question: consider the following two-dimensional vector AR (1) model (4):) = (-45 -0.5) (1):) + (83%). (09.02.)-N(0.1).la = diag(1.1) a) give a condition on c such

consider the following two-dimensional vector AR (1) model (4):) = (-45

consider the following two-dimensional vector AR (1) model (4):) = (-45 -0.5) (1):) + (83%). (09.02.)-N(0.1).la = diag(1.1) a) give a condition on c such that this VAR (1) model is weakly stationary b) find the cross-covariance matrix function Ik of (71,t, Y2,t)'for all k consider the following two-dimensional vector AR (1) model (4):) = (-45 -0.5) (1):) + (83%). (09.02.)-N(0.1).la = diag(1.1) a) give a condition on c such that this VAR (1) model is weakly stationary b) find the cross-covariance matrix function Ik of (71,t, Y2,t)'for all k

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