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