Compute Var(ys) for the following model, where e, ~ wn(0, 0.01), i.e., a white noise process with mean zero and variance 0.01. 4 =1+ 0.5y-1 + C, yo = 1. Please give the exact answer.

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Compute Var(ys) for the following model, where e, -
wn(0, 0.01), i.e., a
white noise process with mean zero and variance 0.01.
Yt = 1+0.5y-1 + et, yo = 1.
Please give the exact answer.
Transcribed Image Text:Compute Var(ys) for the following model, where e, - wn(0, 0.01), i.e., a white noise process with mean zero and variance 0.01. Yt = 1+0.5y-1 + et, yo = 1. Please give the exact answer.
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