Let $$($X$\_$t$)$$ be a mean zero stationary process with the following autocovariance values:$$ $\backslash$gamma$\_$X$(0)=2,\backslash$gamma$\_$X$(1)=1\mathrm{.}4,\backslash$gamma$\_$X$(2)=0\mathrm{.}6,\backslash$gamma$\_$X$(3)=0\mathrm{.}4,\backslash$gamma$\_$X$(4)=0\mathrm{.}2.$ $$Can $$($X$\_$t$)$$ be an MA$(2)$ process? Explain why or why not.Can $$($X$\_$t$)$$ be an AR$(1)$ process? Explain why or why not.What is the best linear predictor $$\backslash$hat X$\_4$$ for $X$\_4$$ given only $X$\_3=2$$$?$Using the notation in part c$),$ what is the variance of $X$\_4-\backslash$hat X$\_4$$$?$What is the best linear predictor $$\backslash$hat X$\_4$$ for $X$\_4$$ given only $X$\_2=2$$$?$f$.$ Using the notation in part e$),$ what is the variance of $X$\_4-\backslash$hat X$\_4$$$?$Let $$\backslash$alpha$\_$X$ denote the partial autocorrelation function of $$($X$\_$t$)$$$.$ What is $$\backslash$alpha$\_$X$(1)$$$?$What is $$\backslash$alpha$\_$X$(3)$$$?$