Question
Suppose Y_i and Y_i+1 are two sequential observations from a mean-zero, AR(1) process with p=0.95 and tau^2 = 4 a) What is E(y_i+1)? b) What
Suppose Y_i and Y_i+1 are two sequential observations from a mean-zero, AR(1) process with p=0.95 and tau^2 = 4
a) What is E(y_i+1)?
b) What is E(Y_1+1|Y_i=3)?
c) What is P(Y_i+1>0)? Is this the same as P(Y_i+1>0|Y_i>0)? Why or why not?
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Finite Mathematics
Authors: Stefan Waner, Steven Costenoble
7th Edition
133751554X, 9781337515542
