(Requires Appendix material): Show that the AR(1) process $Y _ { t } = a _ { 1 } Y _ { t - 1 } + e _ { t } ; \left| a _ { 1 } \right| < 1$
be converted to a $\operatorname { MA } ( \infty )$ process.

Question

(Requires Appendix material): Show that the  AR(1) process $Y _ { t } = a _ { 1 } Y _ { t - 1 } + e _ { t } ; \left| a _ { 1 } \right| < 1$
be converted to a $\operatorname { MA } ( \infty )$process.

Quizplus · Accepted Answer

The Answer of (Requires Appendix material): Show that the  AR(1) process $Y _ { t } = a _ { 1 } Y _ { t - 1 } + e _ { t } ; \left| a _ { 1 } \right| < 1$
be converted to a $\operatorname { MA } ( \infty )$process.

(Requires Appendix Material): Show That the AR(1) Process Yt=a1Yt−1+et;∣a1∣<1Y _ { t } = a _ { 1 } Y _ { t - 1 } + e _ { t } ; \left| a _ { 1 } \right| < 1Yt​=a1​Yt−1​+et​;∣a1​∣<1

(Requires Appendix Material): Show That the AR(1) Process $Y _ { t } = a _ { 1 } Y _ { t - 1 } + e _ { t } ; \left| a _ { 1 } \right| < 1$