Example of a dependent white noise sequence
Let et~ll N(0,1) are define Xt = etet-1. Show that {Xt} is a white noise sequence.This provides an example of a dependent white noise sequence. Prove that Xt and Xt+1 are not dependent.
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Let et~ WN(0,2). State for each of the following model whether it is stationary and whether it is invertible. Explain your answer.
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