Question: 1. (26 marks) Consider the process X = 0.3X+-1+at -0.6at-1 with = 4. (a) (2 marks) Is the process stationary? Why? (b) (2 marks)

1. (26 marks) Consider the process X = 0.3X+-1+at -0.6at-1 with =

1. (26 marks) Consider the process X = 0.3X+-1+at -0.6at-1 with = 4. (a) (2 marks) Is the process stationary? Why? (b) (2 marks) Is the process invertible? Why? (c) (6 marks) Find the autocovariance function (k), k = 1,2,3,.. of {X}. (d) (8 marks) Find the partial autocorrelations 11, and 22 of {X}. (e) (8 marks) Derive the causal representation of Xt.

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