Question: TIME series Consider an A R(3) process with p1 = -0.5, p2 = 0.08, and p3 = 0.048. Calculate the lag-3 autocorrelation, P3 = Corr(Y,

TIME series

Consider an A R(3) process with p1 = -0.5, p2 = 0.08, and p3 = 0.048. Calculate the lag-3 autocorrelation, P3 = Corr(Y, Yt-3): (Provide your answer to two decimal places. Do not write correlation as a percentage, i.e., do not write answers such as 83 or -67 because these should be 0.83 and -0.67.)

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