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the yule walker equation
Hi @lushukai This is taken from the Bionic Turtles notes here: T2-QA-10-Stationary-TimeSeries p.12 It is still not really clear to me so any further help would be greatly appreciated. Also i believe that in the second equation we dont have "y" anymore but we have gamma- Adriano
- Post #3
- Forum: P1.T2. Quantitative Methods (20%)
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A
the yule walker equation
Hello, in the above passage can somebody explain for me how you get the final equation by taking the expectations of both sides?- Adriano
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- yule-walker
- Replies: 3
- Forum: P1.T2. Quantitative Methods (20%)