Question: Pick the best guest for the correlation 4. Consider the processes and In (y) at + oln (y-1) + nt = nt = nt-1 +

Pick the best guest for the correlation

4. Consider the processes and In (y) at + oln (y-1) + nt = nt = nt-1 + Et The Stata .dta file called

4. Consider the processes and In (y) at + oln (y-1) + nt = nt = nt-1 + Et The Stata .dta file called "HW5AR1" contains data for the variable t, the parameter a, the parameter , and the white noise process e for 1,000 observations. Create a Stata .do file called "HW5AR1control" to do the following. Load the dataset. Clear the memory and generate a variable called eta that generates the process nt = nt-1 + Et

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