Yt = Lt-1 + Et. If the error term follows the assumptions of state-space model. Error terms follow a normal distribution
Posted: Mon Jul 11, 2022 11:42 am
Yt = Lt-1 + Et. If the error term follows the assumptions of state-space model. Error terms follow a normal distribution with mean O and variance of 4. What is E(Yt|Lt-1)? Lt-1 0 O Yt-1 0 1