Question
consider the ar(2) model, zt=.2+1.8Zt-1-.81zt-2+at, where the at is the gaussian white noise with mean 0 and variance 4, and z47=19, z48=22, z49=17, and z50=21.
consider the ar(2) model, zt=.2+1.8Zt-1-.81zt-2+at, where the at is the gaussian white noise with mean 0 and variance 4, and z47=19, z48=22, z49=17, and z50=21.
a find the mean of the process.
(b) find the variance of the process.
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Elementary Algebra
Authors: Jerome E Kaufmann, Rosemary Karr, Karen L Schwitters, Marilyn Massey, R David Gustafson
10th Edition
1305161769, 9781305161764
