Suppose that (Wn: n 2 0) is an autoregressive sequence of order 1, so that for n 2 0, where the Z...

Question

Question

Suppose that (Wn: n 2 0) is an autoregressive sequence of order 1, so that for n 2 0, where the Zs are i.i.d. and independen

Answer 1

Answer #1

where z;s ore iid and independent f wo a) To express in as a funotim of Wo So in general m +h 2m-2. mtn 2m )P1214 bviaus for

cov(Wi, Wi 2i 2i-2 ar 21-2 From Gwe get + var (2, i+i ì러 2 t İLİ

河 ;4 N 소-尸 var(+%にPhaolt 1. Yan(3) f(1.paj+1-(2n-yM.P) Varl. var z 1-9 i i-i 2)

Answer 2

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