Question: QUESTION 1 Suppose that {Y } is an AR(1) process with -1 0, Cov(Y+, Yt-k) =(* 1 - d (b) Show that Var(We) =

QUESTION 1 Suppose that {Y } is an AR(1) process with

QUESTION 1 Suppose that {Y } is an AR(1) process with -1 0, Cov(Y+, Yt-k) =(* 1 - d (b) Show that Var(We) =

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