Econometrics 176: Stationary AR(1) Process

preview_player
Показать описание
Stationary AR(1)Process
Рекомендации по теме
Комментарии
Автор

Sir, how can we discuss p(1) for the ARIMA(1) process is greater than alpha1 or less than alpha1 depending on whether Beta1 is greater or less than equal to 0?
Sir, I had searched for the answer in Gujrati, Madala, and Wooldridge but could not find it.
Please help.

shuvhamdigitalacademy
welcome to shbcf.ru