QUESTION 12 What is Cov[z,,2,l for the following AR(1) model, where e- N (0,0.32), =0.4-0.32,-1 Answer to 3 significant figures) te,? -0.00786

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QUESTION 12
What is Cov[z,z, for the following AR(1) model, where e- N (0,0.32),
2,=0.4-0.3z,-1te,?
(Answer to 3 significant figures)
-3
-0.00786
-0.00950
0.0262
-0.0139
Transcribed Image Text:QUESTION 12 What is Cov[z,z, for the following AR(1) model, where e- N (0,0.32), 2,=0.4-0.3z,-1te,? (Answer to 3 significant figures) -3 -0.00786 -0.00950 0.0262 -0.0139
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