Question: 13. Consider the second difference Y = y; - 2y;-1 + yi-2. What is the variance of Y if successive observations y;, i = 1,

13. Consider the second difference Y = y; - 2y;-1 + yi-2. What is the variance of Y if successive observations y;, i = 1, 2,..., n, all have the same variance and are

(a) independent and

(b) autocorrelated with p = 0.2?

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