An explanation will be very welcomeEXERCISE 2 – Let:Xt – u =$ (Xt-1 -H) +EtEt ~WN(0, G2)with:" =-1.81= -0.8902 = 3.03We = X: – X:-1a) Compute the expectation of W.b) Compute the variance of W.c) Compute Corr(We, We-1)d) Compute Cov(Wt, W.-4)e) Compute Corr(We, We-4)
Compute the expectation of W
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