Question : Prove that the MA(1) processes Yt = t0.5t1 and Yt = t 2t1 have the same autocorrelation structure (ACF) but that one is invertible and the other is not and Given the MA(2) process Yt = t 1.2t1 + 0.35t2 check whether it is invertible, calculate its autocorrelation structure (ACF) then write it as an AR() process. and Given the model Yt = 5 + 0.9Yt1 + t + 0.4t1 calculate its autocorrelation structure (ACF), write it in MA() form, write it in AR() form. then Obtain the autocorrelation function of an ARMA(1,1) process writing it as an MA()