Question: Suppose - E t-1 Y = + + = +1 where {& te Z} is white noise. Find Van (7), where Y=Y+Y++ Y Hint:

Suppose - E t-1 Y = + + = +1 where {&

Suppose - E t-1 Y = + + = +1 where {& te Z} is white noise. Find Van (7), where Y=Y+Y++ Y Hint: Look at the expressim We derived in class for Van (7) When we considued the constant mean model (t) = . and modify.

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