# Mathematics Assignment | Custom Assignment Help

1.   Consider the time series given by yt = α + ψεt1 + εt. Where εt is independent white noise.

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A.    Compute the mean of yt. E(yt)

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B.   Compute the variance of ytE[yt  E(yt)]2

C.    Compute the first three autocovariances for yt(E[(yt E(yt))(yti E(yti))] i=1,2,3).

D.   Is yt stationary? Why or why not?

2.   Consider the time series given by yt = a1yt-1 + a2yt-2 + εt. Where εt is independent whitenoise and yt is stationary.

A.    Compute the mean of yt. E(yt)

B.   Compute the variance of ytE[yt  E(yt)]2

C.    Compute the first three autocovariances for yt(E[(yt E(yt))(yti E(yti))] i=1,2,3). Get today

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