Could you help me with this question?

5. Let {X } denote the unique stationary solution of the non-causal AR(1) model Xt = QXt-1 + Wt, wt ~ WN(0, oz) and |0| > 1. Define the new process 1 Yt = Xt - -Xt-1. Show that Yt is white noise and find the variance of Yt. Hint: write It as a linear process of wt and show EYtthYt = 0 for all h * 0. Notably, it suggests that Xt is the solution of the equation Xt - (1/6)Xt-1 = Yt whose AR polynomial 1 - 1/oz has no root in z