Consider the model W t 0 6 W t 1 a t , where W t Y t Y t 1 If the model is written in the form Y t 1 Y t 1 2 Yt 2 a t , then what are the numerical values of 1 and 2

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Question: Consider the model W t = 0.6 W t-1 + a t , where W t = Y t - Y t-1 . If the

Consider the model W_t = 0.6 W_t-1 + a_t , where W_t = Y_t - Y_t-1. If the model is written in the form Y_t = ₁ Y_t-1 + ₂ Yt-2 + a_t , then what are the numerical values of ₁ and ₂ ?

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