Question: 2. Consider the stationary process Xt = Zt - 90- Zt-2, where 0 is real and 0 # 0. (a) (6 points) Under which condition

2. Consider the stationary process Xt = Zt - 90- Zt-2, where 0 is real and 0 # 0. (a) (6 points) Under which condition does Xt become invertible? (b) (8 points) Compute the lag-k autocorrelations p(k) for k 2 0. (c) (6 points) What are the 2-step ahead forecast of the process at forecast origin Xn and the corresponding forecasting error

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