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3. (174 attempt) Topic: time series models Questions: i You are given the following time series model: Xt=Xt1+t Let Yt=X2t, that is, the original process observed only at even times. Show that Yt is also an AR(1) model Yt=Yt1+t and determine and t, that is, express and t via and t..

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3. (174 attempt) Topic: time series models Questions: i You are given the following time series model: Xt=Xt1+t Let Yt=X2t, that is, the original process observed only at even times. Show that Yt is also an AR(1) model Yt=Yt1+t and determine and t, that is, express and t via and t.

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