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Let Yt = 3t1 + 2t, where t WhiteNoise(0,4). What is the covariance of Yt and Yt1 ? (a) 4. (b) 6. ] (c) 0.5.
Let Yt = 3t1 + 2t, where t WhiteNoise(0,4). What is the covariance of Yt and Yt1 ?
(a) 4.
(b) 6. ]
(c) 0.5.
(d) 24.
(e) 10.
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Probability With Applications and R
Authors: Robert P. Dobrow
1st edition
1118241257, 1118241258, 978-1118241257
