題組內容
■Consider a time series
. Its long-run variance is __(15)__ and the first-order autocorrelation function is__ (16)__ Consider another process
The range of Φ that ensures the stationarity of this process is __(17)__.
■Consider a time series
. Its long-run variance is __(15)__ and the first-order autocorrelation function is__ (16)__ Consider another process
The range of Φ that ensures the stationarity of this process is __(17)__.