Question: Consider the second-order autoregressive, AR(2) process model, Z t = 0 . 2 + 1 . 8 Z t 1 0 . 8 1 Z

Consider the second-order autoregressive, AR(2) process model, Zt=0.2+1.8Zt10.81Zt2+at, where the at is the Gaussian white noise with mean 0 and variance 4, and Z47 = 19, Z48 = 22, Z49 = 17, and Z50 = 21.

Find the mean of the process
Find the variance of the process

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