Q132·Section III (Statistics)·132 of 145ψ(B)=1−0.3B1−0.5B\psi(B)=\frac{1-0.3B}{1-0.5B}ψ(B)=1−0.5B1−0.3B and π(B)=1−0.5B1−0.3B\pi(B)=\frac{1-0.5B}{1-0.3B}π(B)=1−0.3B1−0.5BThe Ψ\PsiΨ-weights and π\piπ-weights of the process Xt−0.5Xt−1=Zt−0.3Zt−1X_t-0.5X_{t-1}=Z_t-0.3Z_{t-1}Xt−0.5Xt−1=Zt−0.3Zt−1 are: OptionsAΨi=0.2×0.5i−1\Psi_i=0.2\times0.5^{i-1}Ψi=0.2×0.5i−1, πi=0.2×0.3i−1\pi_i=0.2\times0.3^{i-1}πi=0.2×0.3i−1BΨi=0.2×0.3i−1\Psi_i=0.2\times0.3^{i-1}Ψi=0.2×0.3i−1, πi=0.2×0.5i−1\pi_i=0.2\times0.5^{i-1}πi=0.2×0.5i−1CΨi=0.3×0.2i−1\Psi_i=0.3\times0.2^{i-1}Ψi=0.3×0.2i−1, πi=0.5×0.2i−1\pi_i=0.5\times0.2^{i-1}πi=0.5×0.2i−1DΨi=0.5×0.3i−1\Psi_i=0.5\times0.3^{i-1}Ψi=0.5×0.3i−1, πi=0.2×0.3i−1\pi_i=0.2\times0.3^{i-1}πi=0.2×0.3i−1Pick an option to check your answer.Show answerShow solution Report a problem with this question← Q131All questionsQ133 →Keyboard: A–D answer · S solution · ←/→ previous/next