- 1 Consider The Following Difference Equation Y Y 0 5 1 A Find The Solution For Y You May Find It U 1 (47.88 KiB) Viewed 25 times
(1) Consider the following difference equation: Y₁ = Y ₁-₁ + &₁ + 0.5&₁-1 a. Find the solution for y₁. You may find it u
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(1) Consider the following difference equation: Y₁ = Y ₁-₁ + &₁ + 0.5&₁-1 a. Find the solution for y₁. You may find it u
(1) Consider the following difference equation: Y₁ = Y ₁-₁ + &₁ + 0.5&₁-1 a. Find the solution for y₁. You may find it useful to iterate forward from yo, and assume that yo is known. Is yt stationary? Why or why not? b. Find the s-step-ahead forecast - Et Ytts- and explain what it means for the stability of yt. c. Finally, describe what specific steps you would take to transform yt into a stationary variable.