1. Consider the time series Xt = 2+ 3t + Wt where We are Gaussian white noises from N(0, 1). (1) Is Xt stationary? Why and why not. (2) Is Yt = Xt - Xt-1 stationary? Why and why not. (3) Let Vt = = EXt-j . Compute the mean, variance, and autocovariance functions of Vt. 2. For the following ARMA models, (a) Obtain the first four y coefficients for the MA(co) representation for the ARMA(1,2) model (1 - 1B)Xt = (1 + 01B + 02B2) Zt. (b) Obtain the first four 7 coefficients for the AR(co) representation for theARMA(2,1) model (1 - 1 B - $2B2) Xt = (1 + 01B) Zt. 3. For an MA(1) model, Xt = Wt + 0Wt-1, show that (px(1)|