need to upload one file per group. 1. Consider the following MA (2) model: a. Consider the following MA (2) model: yt = & + 0.78-1 + 0.181-2, where &, is a white noise process with mean 0 and variance o. Verify that this process is covariance stationary by showing that it satisfies all the 3 conditions of covariance stationarity. b. Consider the following AR (1) model: It = 0.6yt-1 + Et, where & is a white noise process with mean 0 and variance o. Verify that this process is covariance stationary by showing that it satisfies all the 3 conditions of covariance stationarity