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03-01-2011, 12:56 AM
yt= 1.0 + 0.90yt-1 + e1t zt= 1.0+ 1.0zt-1 +e2t Using RATS generate 500 observations for y and z. note e1t and e2t are iid. save the generated y and z in a RATS data file (.rats) and open your data file. plot y and z and discuss the time series properties of each series. use the display...