consider the following two-dimensional vector AR (1) model y1,t C -0.5 y1,t + e1,t , (e1,t, ez,t) ~N(0, 12), 12 = diag (1,1) y 2,t 0.5 C y2, t e2 , t a) give a condition on c such that this VAR (1) model is weakly stationary b) find the cross-covariance matrix function TR of ()1,t, y2,t) for all k