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RDP 8601: Classical Models and Unobserved Aggregates
Equation
cov
{
t
−
1
B
t
,
(
B
t
−
t
−
1
B
t
)
}
=
0
cov
{
t
−
1
B
t
,
(
z
t
−
t
−
1
z
t
)
}
=
0
cov
{
t
−
1
z
t
,
(
B
t
−
t
−
1
B
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)
}
=
0
cov
{
t
−
1
z
t
,
(
z
t
−
t
−
1
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}
=
0
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