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You have estimated the following AR(1) model: x=0.3+0.7x+ε, What are E(x) and E(x, x) given you know that x = 0.5? OE(x)=0.3; E(x,|x)=0.65. OE(x)=0.3; E(x,|x)=0.3. OE(x)=1;E(x, x,-)=0.79. OE(x)=1;E(x, x,-)=0.3. O None of the above.

You have estimated the following AR(1) model: x=0.3+0.7x+ε, What are E(x) and E(x, x) given you know that x = 0.5? OE(x)=0.3; E(x,|x)=0.65. OE(x)=0.3; E(x,|x)=0.3. OE(x)=1;E(x, x,-)=0.79. OE(x)=1;E(x, x,-)=0.3. O None of the above.

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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QUESTION 2 You have estimated the following AR(1) model: x=0.3+0.7x+ε What are E(x,) and E(x, Ix) given you know that x=0.5? OE(x)=0.3;E(x,|x)=0.65. OE(x)=0.3;E (x,|x)=0.3. OE(x)=1;E(x, x)=0.79. OE(x)=1;E(x,x,-)=0.3. None of the above.
Transcribed Image Text:QUESTION 2 You have estimated the following AR(1) model: x=0.3+0.7x+ε What are E(x,) and E(x, Ix) given you know that x=0.5? OE(x)=0.3;E(x,|x)=0.65. OE(x)=0.3;E (x,|x)=0.3. OE(x)=1;E(x, x)=0.79. OE(x)=1;E(x,x,-)=0.3. None of the above.
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