Variance of Autoregressive models, AR(1)
Hi,
I'm in high school writing an exam porject in which i have to present tommorow.
There is a proof of how you can calculate variance in an AR(1) mode that I just can't seem to understand. Could anyone please ELI5? Thank you so much.
So, my question is:
Picture
Where does the formula derive from? The long one, and how does it turn into the one under with the 0'es?
Thanks again
Huller
7
Answer
Answers can only be viewed under the following conditions:
- The questioner was satisfied with and accepted the answer, or
- The answer was evaluated as being 100% correct by the judge.
Savionf
575
The answer is accepted.
Join Matchmaticians Affiliate Marketing
Program to earn up to a 50% commission on every question that your affiliated users ask or answer.
- answered
- 616 views
- $5.00
Related Questions
- ARIMA model output
- How would I perform an exploratory data analysis to visually assess the relationship between two sets of data?
- Induced and restricted representation
- Causality Question
- How to find specific heat of a turpentine question?
- Statistical significance
- How do you go about solving this question?
- reading the output of a r regression analysis