Search results
-
H
Yule-Walker equation
Hello, What is the calculation for converting Yt to r1 in the below text? "For example, suppose that Yt = 1.4Yt-1 - 0.45Yt-2 This AR(2) is stationary because the roots of the characteristic polynomial are 0.9 and 0.5. The YW equations are r1 = 1.4 - 0.45r1 r2 = 1.4r1 - 0.45 The solutions...- Hanuman
- Thread
- Replies: 0
- Forum: P1.T2. Quantitative Analysis
-
H
Is there a Whatsapp Group for FRM 1 2020?
Is there a whatsapp group for FRM1?- Hanuman
- Thread
- Replies: 42
- Forum: Part 1 FRM® Study Groups