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Consider the stationary autoregressive process of order 1 given by 1-1 Consider the stationary autoregressive process of order 1 given by Yt = 2aYt <

image text in transcribed Consider the stationary autoregressive process of order 1 given by 1-1

Consider the stationary autoregressive process of order 1 given by Yt = 2aYt < +4 lal < 0.5 2 where Zt denotes white noise with mean zero and variance o Express Yt in the form Y! = ajZ&j and hence or otherwise find an expression for the variance of Yt in terms of a and

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