Question: Q5(2 points) Consider an AR(1) model Xt - QX -1 = Zo, where lo Q5(2 points) Consider an AR(I) model where < 1 and are

Q5(2 points) Consider an AR(I) model where < 1 and are i.i.d.

Q5(2 points) Consider an AR(1) model Xt - QX -1 = Zo, where lo

Q5(2 points) Consider an AR(I) model where < 1 and are i.i.d. random variables with mean 0 and vari- ance o?z. Derive a linear representation for Xt, i.e. find the coefficients in xt = t/,jzt-,.

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