Y = 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
Y = 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 V(Yt|Lt-1)? 4 O Yt-1 O Lt-1 02