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2.1 Suppose E(X) = 2, Var(X) = 9, E(Y) = 0, Var(Y) = 4, and Corr(XY) = 0.25. Find: (a) Var(X) (b) Cov(X,X Y) (c) Corr(X, X - Y)2.2 If X and Y are dependent but Var(X) = Var(Y), find Cov(X X, Y)2.3 Let X have a distribution with mean μ and variance σ^2, and let Y = X for all t. (a) Show that (Yt) is strictly and weakly stationary. (b) Find the autocovariance function for (Yt). (c) Sketch a "typical" time plot of Yt.
2.1 Suppose E(X) = 2, Var(X) = 9, E(Y) = 0, Var(Y) = 4, and Corr(XY) …
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