If Y₁ = ettet-1+e-2 3 ', PY₁,Y₁-2 find E(Y), var(Y), cov (Yt, Yt-1), cov (Yt, Yt-2), PY,Y, and assume e is iid with zero mean and variance, o2. What do you observe about correlation across time?

MATLAB: An Introduction with Applications
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If Y₁ =
find E(Y), var(Y), cov (Yt, Yt-1), cov (Yt, Yt-2), PY₁,Y- and PY₁,Y-2
3
assume e is iid with zero mean and variance, o2. What do you observe about correlation across
time?
Transcribed Image Text:If Y₁ = find E(Y), var(Y), cov (Yt, Yt-1), cov (Yt, Yt-2), PY₁,Y- and PY₁,Y-2 3 assume e is iid with zero mean and variance, o2. What do you observe about correlation across time?
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