id 3. Suppose Y, = Y,_,+,, ę, ~ (0,0²). Show that cov[Y,,Y,+h] = to’, and dividing...

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id 3. Suppose Y, = Y,_,+,, ę, ~ (0,0²). Show that cov[Y,,Y,+h] = to’, and dividing by the standard errors of Y, and Youth, th

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Answer 1

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MAY 27 Monday Yt - Yt + + Et % - Y6-2 t Etitet Yt - Y63 tett Ett Ef 9 AM 10 12 similarly, the Lunch 2 PM torrelation = Conani Cowlе, чь) + + Coult, & etil Eth WC чь. t=0 = v(46) to -V148), 46 = 40 + $ HP = 0+ toto tre Important Notes V1 Y6) = to 2 Vl M6th) = (tth) or sa to otthon

Notes

1. Cov of Yo with anything is 0, as Yo is fixed. As well as V(Yo)=0.

2. Cov of any Epsilon with itself(irrespective or time period) is 0, because they are i.i.d's.

3. Var(a+b) = v(a) + v(b) + 2cov(a,b)

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Answer 2

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id 3. Suppose Y, = Y,_,+,, ę, ~ (0,0²). Show that cov[Y,,Y,+h] = to’, and dividing...

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