Question: Q1. Consider the following model : Yt = Xt + Zt, where {Z } ~ WN(0, 62) and {X} is a random process AR(1) with

Q1. Consider the following model : Yt = Xt + Zt,

Q1. Consider the following model : Yt = Xt + Zt, where {Z } ~ WN(0, 62) and {X} is a random process AR(1) with |o) 1. Q2. {X } is a time series such as and {} ~ WN(0, 1). (a) Calculate the auto-covariance function of this process (b) Calculate the autocorrelation function of this process

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