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Time series QUESTION 1 Suppose E(X) = 6, Var(X) = 4, E(Y) = 0, Var(Y) = 25, and Corr(X, Y) = 0.64. Find: 1.1 Var

Time series

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QUESTION 1 Suppose E(X) = 6, Var(X) = 4, E(Y) = 0, Var(Y) = 25, and Corr(X, Y) = 0.64. Find: 1.1 Var (x -y) [4] 1.2 Cov(x + y,x -y) (4] [8 MARKS]

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