Question: 3. Consider the AR(2) process: a2 + a _ 6 th2 = 3:. (a 18 real.) (a) (10 points) For what values of real number

3. Consider the AR(2) process: a2 + a _ 6 th2

3. Consider the AR(2) process: a2 + a _ 6 th2 = 3:. (a 18 real.) (a) (10 points) For what values of real number a, the process is stationary? (b) (10 points) What is the autocorrelation of the process at lag k, i.e., pUc)? (k: 2 0). (c) (10 points) What are the 1-step and 2step ahead forecasts of the process at forecast origin X n

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