L Ill > I Yt= Stvt 1441>1 na (2) ) Ex AN )Y Stv - - PDF document

SLIDE 1

Lecy

AR(l)ExYt=

St ¢Y← , + we . Yt=

Stoll

Yttut

(4)

Yt= Stvt Ill > I 1441>1 ⇒

Hohn

na

L÷

AN (2) Ex

)

( 1

• ¢ ,i
• Ki

)Y⇐ Stv 1- ¢ ,L

• ¢zd=o

Let t=k 112

• d

, >

• ¢

, =o If 1141>1 ⇒ station .it , y= ¢ , tofyoh +4

• IHHH

=) 11 2-

SLIDE 2 t.cl , ±F44¢T 2- If ( 01,4442>0) then

toe

Eitan

2 if ( 2- 01 ,

• lqftyoh

s

• 2

. ¢ , 4,44k ( 4- 44 , +01,2 4,44012 ( 4+401 , + lot 01 , toz ( 1 ¢ ,

• ¢

, < 1

IfUopt44zc4tx.atr4Iy.ot.fjEHi@Fmhc.t

#

team

rid

• 1<4-4

SLIDE 3 =

• "
• 1

. . . / ...

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. . . ÷ .

.÷t

. ... ...

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• \

, ¢

.in#i/'ComPkx=

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• a

... ... . . . . .

I

• :

02

• 1cal

4 +4,4 0/2-4,4 chctt , 102<1+4 ,

4,444<0

SLIDE 4

ARTY

Yes to , Y+ . , + oh Ye . it 4- E ( Yt )= St ¢ , EHH ) + ¢zEHt . r ) = St ¢ , El Yt ) t ¢ , Elk . ) ( to ,

• 4.)

Elyd . s ELYH =

%¢÷

It = Yt

• Elite )

Cov I Yt , #

• h )

= ( au ('T 1 YIL) y 1 o ) = v . ,

IF

) .

• loin

. I 'Ent

Kinlin

) + ¢ , ¢ ,

EFE

. ,

In

) +

• f

= di , Hat di r (a) t ¢ , ¢ , rlt ) +

• f

~ ~

• ~
• ~
• J ( h )

= E ( Yt Yt . n ) % ' 4. hi ¢ , YH YH + 42*-2 Yth + u+ He = ¢ , El 'IiIn ) +

4¥

II. It

.it#rtYIY

= ¢ , 8kt ) + 484 'D ✓ ( , ) = ¢ , 819 +4Mt ) = ¢ , Ho ) + 4,84) 811 ) = d , Ho ) #

SLIDE 5 H . ) : di , Hat

• h

r (a) t ¢ , oh

Hi

) +

• f

811 ) = ¢,rI÷ ( I

• a)
• f
• :
• 8k )

=

t.IO#=

) = (toy

• h

. old ¢ , '

• ltoadiioi

=

44.1€ltklotl

• ¢

,

• ¢ ,l
• ¢ .lk
• ¢i

.to# = ( Hall

• 4. told

1 Kd , oh ) yH= ¢ ,

8th

+ ¢ , Hh . 4

SLIDE 6

M€1

Yt , St utt

• ut

. i E He )= S No )= v. , I 'h . ) = Var ( ✓ t ) + €2 ✓ a ( v + . ,) =

• l

+

• '

i = crikey rkl . E 141 . Yt . h ) = Ef St utt

• ut

. , ) ( Stunt tut . h )) = E ( Vt Vt . ( ) t E ( wt 04h . i ) t El Gut . , Vt . n ) t E ( Gut . Fut . h

• i )

= (

Eto

'

III

• ther

rise eat

i¥=

Entitled

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