Let Yt = e_t- θe_(t-1)^2. We assume that the white noise is Normally distributed. Find the autocorrelation function of Yt.
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Let Yt = e_t- θe_(t-1)^2. We assume that the white noise is Normally distributed. Find the autocorrelation function of Yt.
I wasn't able to parse your question, but the HE.NET team is hard at work making me smarter.