Question: $$ begin{array}{1} text { 4. You are given the following time-series model: } X_{t}=0.8 X_{t-1)+2+Z_{t)-0.5 Z_{t-1} text {. Which of the following } text {

$$$ \begin{array}{1} \text { 4. You are given the following time-series$

$$ \begin{array}{1} \text { 4. You are given the following time-series model: } X_{t}=0.8 X_{t-1)+2+Z_{t)-0.5 Z_{t-1} \text {. Which of the following } \text { statements about this model is false? } \ \begin{array}{111) \text { A. ] Trho_{X}(1)=0.4. & \text { B. } ho_{X}(k)

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