Question: show detailed working for answers Fer rt = 0.05 + 0.2rt_2 + at at is white noise series with mean [I and variance 0.02 1.
show detailed working for answers

Fer rt = 0.05 + 0.2rt_2 + at at is white noise series with mean [I and variance 0.02 1. 1What is the mean and variance fer rt Mean=0.0525 Variance=0.0203 2. Calculate the autecerrelatien cf rt fer intervals cf 1 and 2
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