(f) the partial correlation between X and Xt-2 given Xt-1 is given by [p(2) — p(1)²]/[1 − p(1)²]. (g) If {X} is AR(1), use the expression in part (f) to show that the partial correlation between X₁ and Xt-2 given Xt-1 is zero.

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A:

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