$$\text { Consider the AR(1) model } Y _ { t } = \beta _ { 0 } + \beta _ { 1 } Y _ { t - 1 } + u _ { t } , \left| \beta _ { 1 } \right|

Question

$$\text { Consider the AR(1) model } Y _ { t } = \beta _ { 0 } + \beta _ { 1 } Y _ { t - 1 } + u _ { t } , \left| \beta _ { 1 } \right| < 1 \text {.. }$$ (a) $\text { Find the mean and variance of } Y _ { t } \text {. }$

Quizplus · Accepted Answer

The Answer of $$\text { Consider the AR(1) model } Y _ { t } = \beta _ { 0 } + \beta _ { 1 } Y _ { t - 1 } + u _ { t } , \left| \beta _ { 1 } \right| < 1 \text {.. }$$ (a) $\text { Find the mean and variance of } Y _ { t } \text {. }$

Consider the AR(1) model Yt=β0+β1Yt−1+ut,∣β1∣<1.. \text { Consider the AR(1) model } Y _ { t } = \beta _ { 0 } + \beta _ { 1 } Y _ { t - 1 } + u _ { t } , \left| \beta _ { 1 } \right| < 1 \text {.. } Consider the AR(1) model Yt​=β0​+β1​Yt−1​+ut​,∣β1​∣<1..

$\text { Consider the AR(1) model } Y _ { t } = \beta _ { 0 } + \beta _ { 1 } Y _ { t - 1 } + u _ { t } , \left| \beta _ { 1 } \right| < 1 \text {.. }$