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QUESTIONS Q1. Consider the following model : Yt = X+ + Zit, where {Zt} ~ WN(0, 62) and {X} is a random process AR(1) with

QUESTIONS Q1. Consider the following model : Yt = X+ + Zit, where {Zt} ~ WN(0, 62) and {X} is a random process AR(1) with |). 1

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