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6 Suppose that where {?t} is a white noise process with finite variance equal to ??2. Zt = ?1Zt?1 + ?2Zt?2 + ?t, (a) Show
6 Suppose that where {?t} is a white noise process with finite variance equal to ??2. Zt = ?1Zt?1 + ?2Zt?2 + ?t, (a) Show that e3 = ?1e2 + ?2e1 + ?T +3, where eh = ZT +h ? zË?T +h. (b) ...
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