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    Practical Econometrics
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    Exam 11: Auto-Correlation
  5. Question
    Write Out the Model for an AR(1)process
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Write Out the Model for an AR(1)process

Question 11

Question 11

Essay

Write out the model for an AR(1)process.Explain what it means.Repeat for an AR(2)process.

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The AR(1)process is written as blured image
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