(3) (a) Show that f(A) = 1- cos A 7(1+ = cos X) is a spectral density function of a stationary time series. (b) Show that there is a stationary and causal ARMA(1,1) process Xt = Xt-1+Zt+0Zt-1 with the above spectral density function f(X), and identify its coefficients o and 0. Here Zt is WN(0, 02)