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Consider the following model: Yt =E(Yt)+Ut Ut = Vt Vt i.i.d.(0, 2) How to derive the autocovariance and autocorrelation functions of Ut and of Ut.
Consider the following model:
Yt =E(Yt)+Ut
Ut = Vt Vt i.i.d.(0, 2)
How to derive the autocovariance and autocorrelation functions of Ut and of Ut. Explain the significance of your findings.
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