Given Equation $$\LARGE\varepsilon_t=\delta\varepsilon_{t-1}+u_t$$
How would I work out the correlogram for this AR(1) error processes?
$E(e_t,x_t)=0$
$E(e_0)=0$, and
$u_t$ is white noise process i.e. $E(u_t)=0$, $E(u_{t^2})=\sigma^2$, $E(u_t,u_s)=0$.
Also how would I show that $E(e_t)=0$?
