Consider the time series defined by $$Y_t = \phi Y_{t-1}+ \epsilon_t + \theta \epsilon_{t-1}$$
Why is $E(\epsilon_{t} Y_{t}) = \sigma_{\epsilon}^{2}$?
Consider the time series defined by $$Y_t = \phi Y_{t-1}+ \epsilon_t + \theta \epsilon_{t-1}$$
Why is $E(\epsilon_{t} Y_{t}) = \sigma_{\epsilon}^{2}$?