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28:43
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AN Economist
11. AR(1) Process part 2 | MA Infinity representation and Mean, Variance, ACF | AN Economist
This video is dedicated to derive how AR(1) process can be converted to MA infinity form under the condition of stationarity. I have also derived the mean, variance and autocovariance function in details. I am sure this video will contribute in you learning of Time Series Analysis. Playlist : https://www.youtube.com/playlist?list ...
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