Question: Problem 2 (20 marks). Determine which of the following processes are stationary and which of them are invertible. In the following we always assume that

Problem 2 (20 marks). Determine which of the following processes are stationary and which of them are invertible. In the following we always assume that u: is white noise with mean zero and variance (:2, i.e. 11-; w WNW, a2). a} y; = U.2y11 + 0.48yt_2 + at; [5 marks] b} y: = 1.9y:1 - REESE2 + m + 1.8m1 + H.81m_2; [5 marks] (3} y: + loyal = : [141111 + 0.04m_2; {5 marks] d} y: = a: $11k} [5 marks]

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