Question: 6. Consider the AR(2) process { X } satisfying X - QX -1 - 62Xt-2 = Zz. (a) For what values of o is this

6. Consider the AR(2) process { X } satisfying X - QX -1 - 62Xt-2 = Zz. (a) For what values of o is this a causal process? (b) The following sample moments were computed after observing X1, . .., X 200: (0) = 6.06, p(1) = 0.687. Find estimates of o and oz by solving the Yule-Walker equations. (If you find more than one solution, choose the one that gives a causal model)

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