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q and a question 1.4.

K

Kato Mayanja

Member
Why is the process not markov ?
I wrote out
Xn+1 = Zn+1 + c Zn + c2 Zn-1 + c3 Zn-2 and
Xn = Zn+ c1 Zn-1+ c2 Zn-2+ c3 Zn-3 and noticed all the Z's needed to compute Xn+1 were included in Xn except Zn+1. So given Xn i take no Z's from Xn-1 , Xn-2 ,...
 
What additional info is from say Xn-1 that isnt in Xn that would alter this probability
 
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