Question 2 [14] With reference to some origin (say) to, for some t> to, the ARIMA (0, 1, 1) model can be written as X = Xt-1+ at at-1 = Xt2+ at + (1 - 0)at-1-at-2 = Xto+at+ (1 - 0)at1 + + (1 - 0)ato+1-at-2, at ~N (0,02) Find (a) the variance of the process, y 0 = Var[X], (b) the autocovariance of the process y k = Cov(Xt-k, Xt), and (c) the autocorrelation function pk = Corr (Xt-k, Xt). 16 (3) (5) (6)