Question: Explain the statistical parameterization of the AR(1) model (Table 8.3) and discuss any problems that arise when testing the following hypotheses: (a) H0: 1 =

Explain the statistical parameterization of the AR(1) model (Table 8.3) and discuss any problems that arise when testing the following hypotheses:

(a) H0: α1 = 1 vs. H1: α1 < 1;

(b) H0: α1 = 1 vs. H1: α1 > 1.

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