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Please solve this 1. Prove that in an AR(p) time series (yt = Zi=( aryt-i + Et), if Zi= at = 1, then the time

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Please solve this

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1. Prove that in an AR(p) time series (yt = Zi=( aryt-i + Et), if Zi= at = 1, then the time series has a unit root

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