Consider the model for the time series {y| t e T} y, = x, + v, and x, = Bx, +u, where {v| t e T} and {u| t e T} are independent white noise time series with variances o and o, respectively. a....

time series

Extracted text: Consider the model for the time series {y| t e T} y, = x, + v, and x, = Bx, +u, where {v| t e T} and {u| t e T} are independent white noise time series with variances o and o, respectively. a. Assuming that E(x,) = 0 and Var(x,) = o , determine a means of calculating: i. î, (1 –1) = E[x, .Y-3, Yr2»Yr1] X, 1. iii. £ (T)= E[x, .. Y7-2, Yr-1» Yr] for t