| University | Nanyang Technological University (NTU) |
| Subject | Social Sciences Data and Statistics |
Question 1
Given the AR(1) model:
Y (a) Assume that |0| < 1, formulate an AR(1) as an MA(oo), that is:
(b) Determine the following covariances based on the result of (a): (i) cov(YoY_i)
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