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6. Verify that for an AR(1) process with pr-* for k > 0, Var(r) -
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answerir order autoregression mode denoted as nRCL). In this model, the faldeofEfd Date The algebric expression of the modelCovariance and correlation betwfenobδervationso time period apart one Date Yar C) ar (Xt) 2. 7ng on ere

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6. Verify that for an AR(1) process with pr-* for k > 0, Var(r) -
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