AR(1)(I) Simple ar(i) process without drift Py+E(where at is white noise y, =O,Ly, +E(where L is the back-shift operator) 0(L)=(1-Ly or y 1-如L E1(1+L+:L2+…) =E+1+2+ 1010 AR(1) (I)  Simple AR(1) process without drift . (1 L L ) 1 L y or (L) (1 L)y y Ly (where L is the back shift operator) y y (where is white noise ) t 2 2 t 1 t 1 1 2 2 t 1 1 1 t t 1 t t t 1 t t t 1 t 1 t t   = + + + = + + + − = = − = = + − = + − − − e  e   e    e   e  e  e e