Question 1 The following is true for a white noise Mean is same as the variance zero autocovariances zero autocovariance
Posted: Wed May 11, 2022 2:36 pm
- Question 1 The Following Is True For A White Noise Mean Is Same As The Variance Zero Autocovariances Zero Autocovariance 1 (10.13 KiB) Viewed 29 times
- Question 1 The Following Is True For A White Noise Mean Is Same As The Variance Zero Autocovariances Zero Autocovariance 2 (15.84 KiB) Viewed 29 times
Question 2 Consider the following AR(1) model with the disturbances having zero mean and unit variance. Yr 0.4 +0.27t-1+&t =- where the last term is a white noise with mean 0 and variance 1. Then the variance of Yt is given by O 1.5 1.04 0.5 O2