Consider an AR(2) model Yt = Yt−1 −0.21Yt−2 +et, where {et} are i.i.d. normal variateswith variance σe.


Consider an AR(2) model Yt = Yt−1 −0.21Yt−2 +et, where {et} are i.i.d. normal variateswith variance σe.

Apr 16, 2021
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