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Suppose that Y: follows the stationary AR(1) model Yr =2.8 + 0.5Yt_1 + u,, where u, is i.i.d.with E(ut) = 0 and var(ut) = 9.

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Suppose that Y: follows the stationary AR(1) model Yr =2.8 + 0.5Yt_1 + u,, where u, is i.i.d.with E(ut) = 0 and var(ut) = 9. (Hint: See Exercise 14.1 .) E (Y0 = . (Round your response to two decimal places.) warp/t) = D. (Round your response to three decimal places.)

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