Question: Consider the time series (Xt : t e Z) , where Xt = + Ot + 0.25 Ot3 and IIDN(O, 1) Construct a 95%

Consider the time series (Xt : t e Z) , where Xt

= + Ot + 0.25 Ot3 and IIDN(O, 1) Construct a 95%

Consider the time series (Xt : t e Z) , where Xt = + Ot + 0.25 Ot3 and IIDN(O, 1) Construct a 95% confidence interval for g.

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