Autoregressive order 1 process - conditions for Stationary Covariance and Weak Dependence

This video explains the conditions which are necessary for an Autoregressive Order One process to have a constant covariance structure, and for it to be weakly dependent. Check out https://ben-lambert.com/econometrics-... for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: https://ben-lambert.com/bayesian/ Accompanying this series, there will be a book: https://www.amazon.co.uk/gp/product/1...