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could u explain how u got the first term at 4:13?
Could you write which part of the equation is not clear?
Where did c disappear to in minute 2.17?
at minute 1:34 I substitute the c with c= mu(1-phi)
Why var(y_t-1) equals var(y_t)? Why 2ϕ(y_t-1 - μ)e_t equals zero?
1) Since the process is stationary, the variance is the same in each period. 2) Since e_t is white noise it cannot be correlated to past values such as y_t-1
What if we have c=0 ?
The expected value will be 0 as 0/(1-phi)=0
The other moments will be the same.
could u explain how u got the first term at 4:13?
Could you write which part of the equation is not clear?
Where did c disappear to in minute 2.17?
at minute 1:34 I substitute the c with c= mu(1-phi)
Why var(y_t-1) equals var(y_t)? Why 2ϕ(y_t-1 - μ)e_t equals zero?
1) Since the process is stationary, the variance is the same in each period. 2) Since e_t is white noise it cannot be correlated to past values such as y_t-1
What if we have c=0 ?
The expected value will be 0 as 0/(1-phi)=0
The other moments will be the same.