Gven the time series xt zt - thetazt-1 and extxt1ex2t


Given the time series Xt = Zt - θZt-1 and

(EXtXt+1/EX2t) = -0.4

determine θ, so that the model is invertible.

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Mechanical Engineering: Gven the time series xt zt - thetazt-1 and extxt1ex2t
Reference No:- TGS02180392

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