Question: time series Question 2 Consider the AR(1) process: X1 = 1XI-1 + , where Et ~- WN(0, a?). Find (a) E(X() (b) Var(X.) (c) 7

time series

time series Question 2 Consider the AR(1) process: X1 = 1XI-1 +

Question 2 Consider the AR(1) process: X1 = 1XI-1 + , where Et ~- WN(0, a?). Find (a) E(X() (b) Var(X.) (c) 7 (d) PK

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