Question: Let ut, t= 1,2,, be i.i.d. x2 random variables with v degrees of freedom. Consider the time series x = 0.5+3(u, v), t =

Let ut, t= 1,2,, be i.i.d. x2 random variables with v degrees

Let ut, t= 1,2,, be i.i.d. x2 random variables with v degrees of freedom. Consider the time series x = 0.5+3(u, v), t = 1, 2, ... (a) Find the mean and variance of ut. (b) Find the mean and variance of t. (c) Determine whether , is weakly stationary.

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Ans Let ut t 1 2 be iid x random variables with v degree of freedom the time series of Xt 053ut v t ... View full answer

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