Question: For a general linear process Yt, t = 0,1,2, ..., find: 1. The expected value of Yt. 2. The variance of Yt. 3. The

For a general linear process Yt, t = 0,1,2, ..., find: 1. The expected value of Yt. 2. The variance of Yt. 3. The autocovariance function Yk, for k = 0,1,2 of Yt. 4. The autocorrelation function Pk, for k = 0,1,2 of Yt. 5. Is the general linear process Yt stationary?

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