Recent content by eric89

  1. E

    Time series help, Derive COV in a random walk process

    I could use some help deriving the covariance between Y_t and Y_t+h given the random walk process Y_t = Y_t-1+e_t And also the correlation between Y_t and Y_t+h Got stuck.. :( Also got another problem where i need to state whether pbl_t is correlated with e_(t-1) in this regression q_t=...