Question: Question 1 1 pts Given that y is a multivariate time series, its covariances are symmetric in k when i = j: cov (yet, ya-k)

 Question 1 1 pts Given that y is a multivariate time

Question 1 1 pts Given that y is a multivariate time series, its covariances are symmetric in k when i = j: cov (yet, ya-k) = cov (yu, yath ) for i = j. Hint: Note here that we are considering the covariance of one time series. O True O False

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