could you please help me with calculating the expected value of yt? please show work as well.

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Yt =0.024 + 0.8Yt-1 + Zt, Zt = otRt , o2t = 0.3 + 0.2 Z2t-1 + 0.702t-1 where {Rt} are iid standard Gaussian random variables and Yt is stationary What is the expected value of Yt? O .12 32 .043 .24 sharing Hide

Posted Date: Jun 26, 2024 12:06 PM

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could you please help me with calculating the expected value of yt? please show work as well.

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