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Suppose that Yr follows the stationary AR(1) model Yr =2.8 + 0-5Yt1 + 11,, where u, is i.i.d.with E01!) = 0 and var(ut) = 9.

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Suppose that Yr follows the stationary AR(1) model Yr =2.8 + 0-5Yt1 + 11,, where u, is i.i.d.with E01!) = 0 and var(ut) = 9. (Hint: See Exercise 14.1 .) E (Y0 = D. (Round your response to two decimal places.) var(Yt) = D. (Round your response to three decimal places.)

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