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Time series QUESTION 1 2.1 Consider the following process y1 = $1/1-+ a, -0,a, 1 -0,a,-2, Where a, - WN(O,a? ). Find 1. Cov(y,.a, )

Time series

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QUESTION 1 2.1 Consider the following process y1 = $1/1-+ a, -0,a, 1 -0,a,-2, Where a, - WN(O,a? ). Find 1. Cov(y,.a, ) I1. Cov(y..y1-1) III. P1 [12]

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