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  3. 3.4- let y1 = ?0 + ?1 and then for t > 1 de?ne

3.4- Let Y1 = ?0 + ?1 and then for t > 1 de?ne Yt...

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Basic Math

3.4- Let Y1 = ?0 + ?1 and then for t > 1 de?ne Yt recursivelyby Yt = ?0 + Yt?1 + ?t. Here ?0 is a constant. The process {Yt} iscalled a random walk with drift.

(c) Find the autocovariance function for {Yt}.

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