For a linear process of the form xt = X j=0 jwtj where {wt} satisfies the conditions of Theorem A.7 and || < 1, show

For a linear process of the form xt = X∞

j=0

φjwt−j where {wt} satisfies the conditions of Theorem A.7 and |φ| < 1, show that √n(ρbx(1) − ρx(1))
p1 − ρ2 x(1)
d → N(0, 1), and construct a 95% confidence interval for φ when ρbx(1) = .64 and n = 100.