Consider the AR(2) process 1 1 2 2 t t t t Y Y Y u (1) where 1 and 2 are parameters and t u is white noise with mean 0 and variance 2. (a) Assuming that t Y is stationary and that 1 2 1, show that ( ) 0 t EY (b) Show that 2 ( ) t t EYu (c) By multiplying both sides of Equation (1) by t Y and taking expectations, show that 2 0 1 1 2 2 (2) (d) By multiplying both sides of Equation (1) by 1 t Y and taking expectations, show that 1 1 0 2 1