Let xt1e t- 05et-1 t123 where etlld02the variance of et is


Let Xt=1+e t- 0.5et-1 , t=1,2,3,...., where et~llD(0,2),the variance of et is 2. a) Compute the mean of Xt b) Compute the variance of Xt c) Find the correlation between Xt and et-1

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Basic Statistics: Let xt1e t- 05et-1 t123 where etlld02the variance of et is
Reference No:- TGS0600263

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