Show that yt is a white noise process

Reference no: EM13141853

Let et be an iid (0,1) process. Define Yt = et for t not= 1 and Yt = 1/sqrt2 (e_t-1_squared - 1) for t=1. Show that Yt is a white noise process despite the fact that Y1 is perfectly predictable from the earlier observation.

Reference no: EM13141853

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