Show that, if a model is AR(1) with constant variance and gaps appear in equally spaced data, the ratio of the largest variance to the smallest variance is at most 1/[1 − a]. In the book the phrase...


Show that, if a model is AR(1) with constant variance and gaps appear in equally spaced data, the ratio of the largest variance to the smallest variance is at most 1/[1 − a].


In the book the phrase “residuals not distinguishable from white noise” is used a lot. Why would it be less correct to say “residuals that are white noise.”



May 05, 2022
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