1) Express this is in vector form / matrix form

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
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Xt = 0.3Xt-1 + 0.5Yt-1 + e
Xt = 0.3Xt-1 + 0.5Yt-1 + e
1) Express this is in vector form / matrix form
2) Check whether the process is :-
a) Stationary
b) Invertible
c) Indeterministic
d) Markov
Transcribed Image Text:Xt = 0.3Xt-1 + 0.5Yt-1 + e Xt = 0.3Xt-1 + 0.5Yt-1 + e 1) Express this is in vector form / matrix form 2) Check whether the process is :- a) Stationary b) Invertible c) Indeterministic d) Markov
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