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Pls explain how to work this out theoretically 2. Now assume the time series follows: yt = a: + (pyt_1 + 61;, E~i. i. d(0,

Pls explain how to work this out theoretically

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2. Now assume the time series follows: yt = a: + (pyt_1 + 61;, E~i. i. d(0, 0'2). From this find p(= E073) in term of a and (p) and yo, and show 192 a\": 0

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