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3. Suppose that we have two-equations systems as follows. y=7o+y+uy Ky = 8otx21-1+ we where Will is uncorrelated white noise and y. is constants. (a)
3. Suppose that we have two-equations systems as follows. y=7o+y+uy Ky = 8otx21-1+ we where Will is uncorrelated white noise and y. is constants. (a) Differentiate the first equation (b) li Y+0.E() > 0. show I, as IMA(1.1) process. 3. Suppose that we have two-equations systems as follows. y=7o+y+uy Ky = 8otx21-1+ we where Will is uncorrelated white noise and y. is constants. (a) Differentiate the first equation (b) li Y+0.E() > 0. show I, as IMA(1.1) process
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