Question: Given an AR(1) model: Xt = Q1Xt-1 + Wt waar / where Wt ~WN(0, ow) . Bewys dat / Prove that o = 1, 41

Given an AR(1) model: Xt = Q1Xt-1 + Wt waar /

Given an AR(1) model: Xt = Q1Xt-1 + Wt waar / where Wt ~WN(0, ow) . Bewys dat / Prove that o = 1, 41 = $1,12 = 0,,13= 43 Wenk /Hint: Gebruik die inverse operator / Use inverse operator. (4)

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