To derive a pair of linear equations for the least squares estimates of φ 1 and φ 2 for a causal… 1 answer below »

To derive a pair of linear equations for the least squares estimates of φ1 and φ2 for a causal AR(2) process (with mean zero). Compare your equations with those for the Yule–Walker estimates. (Assume that the mean is known to be zero in writing down the latter equations, so that the sample auto covariances are

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