Solution-Find the correlation between xt and et-1

Find the correlation between xt and et-1

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Reference no: EM13261547

Let Xt=1+e t- 0.5et-1 , t=1,2,3,...., where et~llD(0,2),the variance of et is 2. a) Compute the mean of Xt b) Compute the variance of Xt c) Find the correlation between Xt and et-1

Reference no: EM13261547

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Find the correlation between xt and et-1 : Let Xt=1+e t- 0.5et-1 , t=1,2,3,...., where et~llD(0,2),the variance of et is 2. a) Compute the mean of Xt b) Compute the variance of Xt c) Find the correlation between Xt and et-1

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Find the correlation between xt and et-1

Reference no: EM13261547

Reference no: EM13261547

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