Question: QUESTION 1 Suppose that {1/3} is an AR) process with 1 cf. 1'], Comma) = (35: 10 ' (b) Show that vmwg : 3:3- {b}

QUESTION 1 Suppose that {1/3} is an AR) process with 1 cf. 1'], Comma) = (35: 10 ' (b) Show that vmwg : 3:3- {b} Suppose that Xi : 30 + 21:] an [t : 1, 2-3 __.} where Hg is a model parameter. and :51, 52:, are independent and identically distributed random variables with mean i] and variance (73. {i} Find the mean function for {X5}. (ii) Find the antocorrelation function for {X5}- (iii) 15 {Xi} stationary? With},F or why not

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