. Suppose {et : t = −1, 0, 1, . . .} is a sequence of...

. Suppose {et : t = −1, 0, 1, . . .} is a sequence of iid random variables with mean zero and variance 1. Define a stochastic process by xt = et − 0.5et−1 + 0.5et−2, t = 1, 2, . . .

a. Is xt stationary? Show your work.

b. Is xt weakly dependent? Again, show your work.

Plz help. maybe need use SAS to solve it

Expert Solution

d

orchestra answered 1 year ago

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