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time series Consider the process Y, = 5e, + 4et-1 + 9et-2 + 3et-3 where e, is a white noise process. Calculate the lag-2 autocorrelation,

time series

Consider the process Y, = 5e, + 4et-1 + 9et-2 + 3et-3 where e, is a white noise process. Calculate the lag-2 autocorrelation, Pt,t-2 = Corr(Y, Y-2)

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