Question: please help with steps. Consider theAR(2) process (Yd satisfying Y: 7 ell/F1 7 (All/:4 : Zr, where {Zt}~WN(0.az). (a) Someone claimed that the value of

please help with steps.

Consider theAR(2) process (Yd satisfying Y: 7 ell/F1 7 (All/:4 : Zr, where {Zt}~WN(0.az). (a) Someone claimed that the value of 0 should be less than one in order to achieve a causal process in above AR(2) model, please show and explain? (b) Suppose the following sample moments were computed aer observing Y1. . Yzzu? 17(0) : 4.063(1) : 0.543(2) : 0.3, Find estimates of 0 and 0'2 by solving Yule-Walker equations. If you find more than one solution, choose the one that is causal

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