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Suppose X+ = Et - Et-1, tez where {Et,tez} is white noise. Then the lag-1 auto-correlation of {Xt, tez} is O -1 O 0 O
Suppose X+ = Et - Et-1, tez where {Et,tez} is white noise. Then the lag-1 auto-correlation of {Xt, tez} is O -1 O 0 O -1/2 None of the options are correct
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