1. Suppose that Xt = u+ Wt + 0Wt-1, where Wt ~ WN(0, o2). 1.1 Show the mean function is /. 1.2 Show that the autocovariance function of Xt is given by yx (t, t) = o2 (1 + 02), vx(t + 1, t) = 02,0, and Yx (t + h, t) =0 otherwise. 1.3. Show that it is stationary for all values of 0 E R. 1.4. Note that Var(X) = , Eh-m (1-2 ) yx(h). Using this, calculate Var(X) for estimating / when 0 = 1, 0 = 0, and 0 = -1