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Consider the time series Yt = Mo + Et + $1Y1-1 + p2Y+-2, teZ. Assume that the coefficients in the above series make the time

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Consider the time series Yt = Mo + Et + $1Y1-1 + p2Y+-2, teZ. Assume that the coefficients in the above series make the time series covariance stationary. Which of the following is true about the GLP representation OO Yo = ute+ + M Wjet-i,tez. j=1 O 4? + 4/2 = 1 ONone of the alternatives are correct. O 42 = $7+ /2 O 41 = 1

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