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Mathematics, 28.02.2020 05:19, stodd9503
If {xt } is stationary with E [xt] = 0 and corr(xt , xt β1) = rho1, show that the best linear predictor of xt based on xt β1 is rho1xt β1.
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Answers: 3
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If {xt } is stationary with E [xt] = 0 and corr(xt , xt β1) = rho1, show that the best linear predic...
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