(Requires Appendix Material): Show That the AR(1) Process $Y _ { t } = a _ { 1 } Y _ { t - 1 } + e _ { t } ; \left| a _ { 1 } \right| < 1$

question 4

Essay

(Requires Appendix material): Show that the AR(1) process $Y _ { t } = a _ { 1 } Y _ { t - 1 } + e _ { t } ; \left| a _ { 1 } \right| < 1$
be converted to a $\operatorname { MA } ( \infty )$ process.

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