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
574
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
- 596 views
- $5.00
Related Questions
- Bernoulli problem
- Reverse this equation/function (2d to isometric)
- What am I doing wrong?
- Expected Value of the Product of Frequencies for a Triangular Die Rolled 15 Times
- How to determine which predictor (in multiple linear regression) has the largest effect on the response? Should I be using any statistical test?
- Fields and Galois theory
- Critique my null and alternative hypothesis (beginner)
- Induced and restricted representation