Question: 2. (a) Consider the process X = 0.3X,-1 + 0.2X-2+ Zt, where {Z} is a white noise process with constant variance. Given that Var(X,)

2. (a) Consider the process X = 0.3X,-1 + 0.2X-2+ Zt, where

2. (a) Consider the process X = 0.3X,-1 + 0.2X-2+ Zt, where {Z} is a white noise process with constant variance. Given that Var(X,) = 2, calculate the variance of Z.

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