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13-02-2024
Mathematics

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Suppose {zt} is a white noise process with variance 9, and xt = .4zt−1 zt for t = 1, 2, . . .. (a) (1 point) Find E[xt]. (b) (1 point) Find Var(xt). (c) (3 points) Find ρ1. (d) (3 points) Find ρ2.

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