Question: Question 2 (17 points) Consider the following stochastic process X= + 0.6e,_1 0.4e,_5 where ; is iid N(0,1) (a white noise process). 1. (4 points)

Question 2 (17 points) Consider the following stochastic process X= + 0.6e,_1 0.4e,_5 where ; is iid N(0,1) (a white noise process). 1. (4 points) State the two conditions for a process to be covariance-stationary and verify that x, satisfies them. 2. (5 points) Calculate the mean and variance of x, os . (4 points) Derive the auto covariances +(1) and +(2). . (4 points) Derive the impulse response function for this process

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