Question: 2. Consider the process Ze = at + at-1 + 0.25at-2, o2 =20. (a) Identify the order of the ARIMA model for the process. (b)

2. Consider the process Ze = at + at-1 + 0.25at-2, o2 =20. (a) Identify the order of the ARIMA model for the process. (b) Is {Z, } stationary? (c) Is { Z, } invertible? (d) Find the ACVF y(k) and ACF p(k) of { Zt } for k = 0, 1, 2, 3,.... (e) Find the values of my, k = 0, 1, 2, 3,... if the process is written as at = ER_O Th ZI -K

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