Assume a MA(1)process given by Yt = c+et +95t_1, at if? N(0,a), t = 1,...,T. a Compute the expected value of K. b Compute the variance of K. ) ) c) Compute the autocorrelation function of 1'}. d) Is the above MA(1) process stationary? Explain your answer. ) e Assume that you have a deterministic start value for so. Derive the conditional log likelihood function for this MA(1) process. f) Compute the h step ahead forecast of Y; given all information up to time t